STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0129183112500234 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2009885972 / rank | |||
Normal rank | |||
Latest revision as of 09:06, 30 July 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
