Unifractality and multifractality in the Italian stock market

Keyphrases

• Fat Tails 33%
• Fractal Properties 33%
• Italian Stock Market 100%
• Log-returns 33%
• Monte Carlo Simulation 33%
• Multifractality 100%
• Probability Distribution 33%
• Random Walk 66%
• Random Walk Hypothesis 33%
• Return Probability 33%
• Return Series 33%
• Test Statistic 33%
• Volatility Clustering 33%

Mathematics

• Fat Tail 33%
• Fractal 33%
• Gaussian Distribution 33%
• Monte Carlo 33%
• Probability Distribution 33%
• Random Walk 100%
• Return Probability 33%
• Stock Market 100%
• Test Statistic 33%
• Timescale 33%

Economics, Econometrics and Finance

• Monte Carlo Simulation 100%
• Volatility 100%