No evidence of chaos but some evidence of multifractals in the foreign exchange and the stock markets
By: J. C. Vassilicos, A. Demos and F. Tata.
Contributors: Demos, A.; Tata, F.
Series: Financial Markets discussion paper series / London School of Economics, Financial Markets Group -- no.143; Financial Markets discussion paper (London School of Economics, Financial Markets Group) -- no.143.
Publisher: London School of Economics, Financial Markets Group
Published: 1992
Place of publication: London
Language: eng