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- W3125589034 abstract "We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific investment horizons during turbulent times holds. To do so, we utilize the continuous wavelet transform analysis and obtained wavelet power spectra which give the crucial information about the variance distribution across scales and its evolution in time. We show that the most turbulent times of the Global Financial Crisis can be very well characterized by the dominance of short investment horizons which is in hand with the assertions of the fractal markets hypothesis." @default.
- W3125589034 created "2021-02-01" @default.
- W3125589034 creator A5083821951 @default.
- W3125589034 date "2013-10-01" @default.
- W3125589034 modified "2023-09-27" @default.
- W3125589034 title "Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence" @default.
- W3125589034 hasPublicationYear "2013" @default.
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