Pages that link to "Item:Q3168857"
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The following pages link to MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857):
Displaying 14 items.
- 2-microlocal analysis of martingales and stochastic integrals (Q429291) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes (Q2008644) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Linear multifractional stable motion: fine path properties (Q2256075) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Stochastic 2-microlocal analysis (Q2389231) (← links)
- Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity (Q2698372) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space (Q4584666) (← links)
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos (Q5230206) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
