Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939): Difference between revisions

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+Ranking efficiency for emerging markets
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+Multifractal value at risk model
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+Multifractal analysis of Hang Seng index in Hong Kong stock market
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+Multifractal detrended fluctuation analysis of nonstationary time series
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+Testing for nonlinearity in time series: the method of surrogate data
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