MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857): Difference between revisions

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+The generalized multifractional Brownian motion
@@ Property / cites work: The generalized multifractional Brownian motion / rank @@
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+On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
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+Q4865042
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+PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE
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+Modelling stock price movements: multifractality or multifractionality?
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+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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+Long-range correlations and nonstationarity in the Brazilian stock market
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+Approach to an irregular time series on the basis of the fractal theory
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+Quadratic variations and estimation of the local Hölder index of a Gaussian process
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+FRACTAL APPROACHES IN SIGNAL PROCESSING
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+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
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+Averaged periodogram estimation of long memory
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+Fractional Brownian Motions, Fractional Noises and Applications
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+An Estimate of the Fractal Index Using Multiscale Aggregates
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+Q4301585
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+MULTIFRACTAL FLUCTUATIONS IN FINANCE
@@ Property / cites work: MULTIFRACTAL FLUCTUATIONS IN FINANCE / rank @@
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+Measuring the Complexity of Currency Markets by Fractal Dimension Analysis
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+Stock market prices and long-range dependence
@@ Property / cites work: Stock market prices and long-range dependence / rank @@
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+https://doi.org/10.1142/s0219024908004932
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+W2044787776
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+Publication:3168857