ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043)
From MaRDI portal
scientific article; zbMATH DE number 2139710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS |
scientific article; zbMATH DE number 2139710 |
Statements
ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (English)
0 references
28 February 2005
0 references
High-frequency data
0 references
S\& P 500 index
0 references
long range dependence
0 references
heavy tailed marginals
0 references
fractional Brownian motion
0 references
wavelet analysis
0 references
log scale spectrum
0 references
