Browsing Endüstri Mühendisliği by Publisher "Fiscaoeconomia International Journal Social Sciences"
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Fractal Analysis of S&P 500 Sector Indexes
(Fiscaoeconomia International Journal Social Sciences, 2023)In this study multifractal properties of S&P 500 sector indexes are investigated with Multifractal Detrended Fluctuation Analysis (MF-DFA). The MF-DFA is a signal processing technique that is used to describe the multifractal ...