STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481): Difference between revisions

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Latest revision as of 09:06, 30 July 2024

scientific article; zbMATH DE number 6145308
Language Label Description Also known as
English
STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS
scientific article; zbMATH DE number 6145308

    Statements

    STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (English)
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    15 March 2013
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    stochastic Ising model
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    mean field theory
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    time series
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    long memory
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    multifractal detrended fluctuation analysis
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