Pages that link to "Item:Q1783308"
From MaRDI portal
The following pages link to Multiscale multifractal diffusion entropy analysis of financial time series (Q1783308):
Displaying 5 items.
- Detrended multiple cross-correlation coefficient with sliding windows approach (Q128081) (← links)
- Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis (Q1681689) (← links)
- A method for analyzing correlation between multiscale and multivariate systems -- multiscale multidimensional cross recurrence quantification (MMDCRQA) (Q2122995) (← links)
- Multiwavelet scale multidimensional recurrence quantification analysis (Q3388151) (← links)
- Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach (Q6152298) (← links)
