STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:27, 8 February 2024
scientific article; zbMATH DE number 6145308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS |
scientific article; zbMATH DE number 6145308 |
Statements
STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (English)
0 references
15 March 2013
0 references
stochastic Ising model
0 references
mean field theory
0 references
time series
0 references
long memory
0 references
multifractal detrended fluctuation analysis
0 references
