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
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+On the identification of the pointwise Hölder exponent of the generalized multifractional Brownian motion
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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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+MULTIFRACTAL FLUCTUATIONS IN FINANCE
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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
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