Pages that link to "Item:Q3098238"
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The following pages link to MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY (Q3098238):
Displaying 4 items.
- A novel similarity measure based on eigenvalue distribution (Q336004) (← links)
- Modified cross sample entropy and surrogate data analysis method for financial time series (Q1618520) (← links)
- Non linear approach to study the dynamics of neurodegenerative diseases by multifractal detrended cross-correlation analysis--A quantitative assessment on gait disease (Q1619230) (← links)
- Chaos based nonlinear analysis to study cardiovascular responses to changes in posture (Q2151771) (← links)