Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system

DOI10.1080/02664763.2013.809515OpenAlexW2025377774MaRDI QIDQ5129105

Jun Wang, Hongli Niu

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.809515

zbMATH Keywords

statistical analysisscaling invariantpower-law scalingvoter interacting systemfinancial time series model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Quantifying complexity of financial short-term time series by composite multiscale entropy measure ⋮ Nonlinear behaviors of tail dependence and cross-correlation of financial time series model

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