Fractal Behavior of Selected Stock Market Prices

This research views the concept of risk in the stock market trading by examining the volatility of closing market prices through the ruggedness of information as represented by its fractal dimension. Using the historical data of the closing stock prices of McDonald’s, Bank of America, and AT&T,...

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Bibliographic Details
Main Authors: Kristine June D. Uy, Chris Rudyard F. Naval
Format: Article
Language:English
Published: Center for Policy, Research and Development Studies 2013-12-01
Series:Recoletos Multidisciplinary Research Journal
Subjects:
Online Access:https://rmrj.usjr.edu.ph/rmrj/index.php/RMRJ/article/view/61