Measuring multiscaling in financial time-series (Q508279): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1509.05471 / rank | |||
Normal rank | |||
Revision as of 14:32, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring multiscaling in financial time-series |
scientific article |
Statements
Measuring multiscaling in financial time-series (English)
0 references
10 February 2017
0 references
multiscaling
0 references
multifractality
0 references
central limit theorem
0 references
power law tails
0 references
autocorrelation
0 references
