MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (Q2836507): Difference between revisions

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+MaRDI publication profile
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+Multifractal detrended fluctuation analysis of nonstationary time series
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+Multi-scaling in finance
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+Self-affine time series: Measures of weak and strong persistence.
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+Estimating long-range dependence: Finite sample properties and confidence intervals
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+MULTIFRACTAL FLUCTUATIONS IN FINANCE
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+Multifractal Hurst analysis of crude oil prices
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+Predictability of multifractal analysis of Hang Seng stock index in Hong Kong
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+Fractal measures and their singularities: The characterization of strange sets
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