Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (Q1699513): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.physd.2017.11.011 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.PHYSD.2017.11.011 / rank | |||
Normal rank |
Latest revision as of 04:34, 11 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents |
scientific article |
Statements
Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (English)
0 references
23 February 2018
0 references
wavelets
0 references
multifractal
0 references
Hölder exponent
0 references
surrogate data
0 references
econophysics
0 references
0 references