Fractal analysis revisited: The case of the US industrial sector stocks

Taro Ikeda ()
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Taro Ikeda: Graduate School of Economics, Kobe University

Economics Bulletin, 2017, vol. 37, issue 2, 666-674

Abstract: In contrast to earlier studies of long memories, this paper indicates that most of the US industrial sector stocks have the long memories when we consider the structural changes for the Hurst exponents

Keywords: Fractal geometry; Hurst exponent; long memory (search for similar items in EconPapers)
JEL-codes: E3 G1 (search for similar items in EconPapers)
Date: 2017-04-09
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