Multifractal Company Market: An Application to the Stock Market Indices
Using the multiscale normalized partition function, we exploit the multifractal analysis based on directly measurable shares of companies in the market. We present evidence that markets of competing firms are multifractal/multiscale. We verified this by (i) using our model that described the critica...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/1/130 |