The following pages link to Multi-scaling in finance (Q3439863):
Displaying 40 items.
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Measuring multiscaling in financial time-series (Q508279) (← links)
- The asymptotic smile of a multiscaling stochastic volatility model (Q681999) (← links)
- Multifractal regime detecting method for financial time series (Q728164) (← links)
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- Empirical scaling laws and the aggregation of non-stationary data (Q1673262) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (Q1699513) (← links)
- Variable diffusion in stock market fluctuations (Q1783265) (← links)
- Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics (Q2111626) (← links)
- A relative vectorial multifractal formalism (Q2113045) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Power-law cross-correlations estimation under heavy tails (Q2200269) (← links)
- Analysis of cyclical behavior in time series of stock market returns (Q2204786) (← links)
- From tick data to semimartingales (Q2240473) (← links)
- Did long-memory of liquidity signal the European sovereign debt crisis? (Q2288945) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- Financial markets and the phase transition between water and steam (Q2669347) (← links)
- MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS (Q2836507) (← links)
- A WAVELET METHOD COUPLED WITH QUASI-SELF-SIMILAR STOCHASTIC PROCESSES FOR TIME SERIES APPROXIMATION (Q2890996) (← links)
- Hierarchical structure of stock price fluctuations in financial markets (Q3301322) (← links)
- MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957) (← links)
- MULTIFRACTAL CHARACTERIZATION OF SPATIAL INCOME CURDLING: THEORY AND APPLICATIONS (Q3618894) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
- Forecasting market risk using ultra-high-frequency data and scaling laws (Q4619546) (← links)
- Apparent multifractality of self-similar Lévy processes (Q4978477) (← links)
- Agent-based modelling in directional-change intrinsic time (Q4991034) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency (Q5060045) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Forecasting with fractional Brownian motion: a financial perspective (Q5092662) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- Multiscale analysis of economic time series by scale-dependent Lyapunov exponent (Q5746760) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
- Testing power-law cross-correlations: rescaled covariance test (Q6135157) (← links)
- Quantifying multifractal anisotropy in two dimensional objects (Q6663721) (← links)
