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

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