Stock Indexes Multifractal Analysis

This article is dedicated for Stock indexes multifractal analysis using so called Wavelet Transform Modulus Maxima (WTMM) approach. This approach is narrated in articles: “Wavelet analysis in Wavelet Transform Modulus Maxima Approach” and “Multifractal formalism in Wavelet Transform Modulus Maxima Approach”. In current research stock index multifractal analysis is done. Objects of experiments are 12 world stock indexes. In current research indexes typical fractal measures are discovered, as well as fractal measure fuzziness. Estimated Multifractal Spectrums are analyzed in crosscorrelation matrix using Pearson correlation coefficients