On the persistence of market sentiment: A multifractal fluctuation analysis

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Reference

Schadner, W. (2021). On the persistence of market sentiment: A multifractal fluctuation analysis. Physica A, 581(126242), 1-14.

Publication type

Article in Scientific Journal

Persons

Organizational Units

  • Liechtenstein Business School
  • Innovative & Digital Finance

DOI

http://dx.doi.org/10.1016/j.physa.2021.126242