Pages that link to "Item:Q1873956"
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The following pages link to Scaling behaviors in differently developed markets (Q1873956):
Displayed 31 items.
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- Multifractal regime detecting method for financial time series (Q728164) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Long-range correlations and nonstationarity in the Brazilian stock market (Q1409103) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis (Q1681689) (← links)
- A theoretical framework for the TTA algorithm (Q2078703) (← links)
- Contrasting stochasticity with chaos in a permutation Lempel-Ziv complexity -- Shannon entropy plane (Q2139332) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Analysis of cyclical behavior in time series of stock market returns (Q2204786) (← links)
- The detection of local irreversibility in time series based on segmentation (Q2205832) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- A simple and fast representation space for classifying complex time series (Q2406133) (← links)
- A novel time-varying FIGARCH model for improving volatility predictions (Q2669287) (← links)
- Level crossing analysis of the stock markets (Q2904235) (← links)
- Hierarchical structure of stock price fluctuations in financial markets (Q3301322) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957) (← links)
- MARKET STATISTICS OF A PSYCHOLOGY-BASED HETEROGENEOUS AGENT MODEL (Q3606401) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Characterizing dynamics of time series via Hill-index complexity measure (Q5140905) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE (Q5312123) (← links)
- Chaos measure dynamics in a multifactor model for financial market predictions (Q6143054) (← links)