Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9994
Title: Fractal analysis of daily market returns
Authors: Cheong, Yew Fai
Dang, Hong Hai
Nguyen, Duy Manh
Keywords: DRNTU::Business::Finance::Equity
Issue Date: 2006
Abstract: It is the aim of the authors to show that a fractal analysis is comparable with, if not superior to, the traditional approaches. This report will adopt the methodology from a recent study (Kulish et al., 2006) analyzing human electroencephalograms as fractals and extend the analysis to the financial markets.
URI: http://hdl.handle.net/10356/9994
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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