Pages that link to "Item:Q2228812"
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The following pages link to Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812):
Displaying 6 items.
- Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments (Q2148218) (← links)
- Corrupted bifractal features in finite uncorrelated power-law distributed data (Q2162971) (← links)
- Multifractal weighted permutation analysis based on Rényi entropy for financial time series (Q2164283) (← links)
- Invited article by M. Gidea: Extreme events and emergency scales (Q2208167) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- A multifractal detrended fluctuation analysis approach using generalized functions (Q6500380) (← links)
