Pages that link to "Item:Q2393233"

The following pages link to Finite-size effect and the components of multifractality in financial volatility (Q2393233):

Displaying 23 items.

• Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
• Measuring multiscaling in financial time-series (Q508279) (← links)
• Stylized facts of price gaps in limit order books (Q508284) (← links)
• Multifractal regime detecting method for financial time series (Q728164) (← links)
• Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences (Q1620078) (← links)
• The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
• Lacunarity and multifractal analysis of the large DLA mass distribution (Q1673051) (← links)
• Disturbances and complexity in volatility time series (Q1694527) (← links)
• Statistical properties of user activity fluctuations in virtual worlds (Q1694566) (← links)
• Cascade-driven series with narrower multifractal spectra than their surrogates: standard deviation of multipliers changes interactions across scales (Q2012826) (← links)
• A note on power-law cross-correlated processes (Q2122871) (← links)
• Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691) (← links)
• Multifractal detrended cross correlation analysis of neuro-degenerative diseases -- an in depth study (Q2148607) (← links)
• Multifractal weighted permutation analysis based on Rényi entropy for financial time series (Q2164283) (← links)
• Weighted multifractal cross-correlation analysis based on Shannon entropy (Q2198572) (← links)
• Multifractal detrended moving average analysis of global temperature records (Q3302431) (← links)
• Multifractal detrended moving average analysis for texture representation (Q4591613) (← links)
• Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
• Apparent multifractality of self-similar Lévy processes (Q4978477) (← links)
• TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY (Q5025319) (← links)
• MULTIFRACTAL CROSS WAVELET ANALYSIS (Q5219463) (← links)
• Nonequilibrium statistical mechanics of money/energy exchange models (Q6561823) (← links)
• Quantifying multifractal anisotropy in two dimensional objects (Q6663721) (← links)