Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis

Jamal Bouoiyour; Refk Selmi; Mark Wohar

doi:10.1016/j.frl.2017.12.008

Journal Articles Finance Research Letters Year : 2018

Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis

(1) , (1) ,

1

Jamal Bouoiyour

Function : Author
PersonId : 174663
IdHAL : jamal-bouoiyour
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Centre d'Analyse Théorique et de Traitement des données économiques

Refk Selmi

Function : Author

Centre d'Analyse Théorique et de Traitement des données économiques

Mark Wohar

Function : Author

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Economics and Finance

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https://hal-univ-pau.archives-ouvertes.fr/hal-01879668

Submitted on : Monday, September 24, 2018-11:06:41 AM

Last modification on : Monday, November 7, 2022-5:24:33 PM

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hal-01879668 , version 1 (24-09-2018)

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HAL Id : hal-01879668 , version 1
DOI : 10.1016/j.frl.2017.12.008

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Jamal Bouoiyour, Refk Selmi, Mark Wohar. Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis. Finance Research Letters, 2018, ⟨10.1016/j.frl.2017.12.008⟩. ⟨hal-01879668⟩

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Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis

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