Fractal analysis of various markets.
The main aim of th is study is to analyze the proposition of a Fractal Market Hypothesis. To date, many existing capital market theories and pricing models are based on the fundamental of efficient market hypothesis (EMH), which assumes certain simplistic conditions such as the normality of the retu...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10354 |
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| Institution: | Nanyang Technological University |