| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7383074 | Physica A: Statistical Mechanics and its Applications | 2011 | 11 Pages |
Abstract
⺠Multiracial properties of trading in the Tehran Stock Exchange (TSE) are studied. ⺠We also compare trading behavior of TSE with S&P 500. ⺠The source of multifractality in both markets are contrasted and discussed. ⺠In TSE, multifractality is more due to long-range correlation. ⺠For S&P 500, the fat-tailed probability distribution is the main source of multifractality.
Keywords
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Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Meysam Bolgorian, Reza Raei,