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)
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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)
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23 February 2018
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wavelets
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multifractal
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Hölder exponent
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surrogate data
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econophysics
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