Pages that link to "Item:Q2393233"
From MaRDI portal
The following pages link to Finite-size effect and the components of multifractality in financial volatility (Q2393233):
Displayed 16 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)
- 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)
- MULTIFRACTAL CROSS WAVELET ANALYSIS (Q5219463) (← links)