ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043): Difference between revisions

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Latest revision as of 10:21, 30 July 2024

scientific article; zbMATH DE number 2139710
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English
ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS
scientific article; zbMATH DE number 2139710

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    ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (English)
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    28 February 2005
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    High-frequency data
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    S\& P 500 index
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    long range dependence
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    heavy tailed marginals
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    fractional Brownian motion
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    wavelet analysis
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    log scale spectrum
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