Measuring multiscaling in financial time-series (Q508279): Difference between revisions

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-.1016/j.chaos.2015.11.022
@@ Property / DOI: 10.1016/j.chaos.2015.11.022 / rank @@
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@@ Property / arXiv ID @@
+.05471
@@ Property / arXiv ID: 1509.05471 / rank @@
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@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
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+Multi-scaling in finance
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+Empirical properties of asset returns: stylized facts and statistical issues
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+MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS
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+Multi-scale correlations in different futures markets
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+Forecasting multifractal volatility
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+Modelling financial time series using multifractal random walks
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+Log-infinitely divisible multifractal processes
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+Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns
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+Multifractal detrended fluctuation analysis of nonstationary time series
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+Finite-size effect and the components of multifractality in financial volatility
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+Scaling behaviors in differently developed markets
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+Q4839745
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+Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations
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+Power-Law Distributions in Empirical Data
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+Power-law distributions in binned empirical data
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@@ Property / DOI @@
+.1016/J.CHAOS.2015.11.022
@@ Property / DOI: 10.1016/J.CHAOS.2015.11.022 / rank @@
+Normal rank