The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The high order dispersion analysis based on first-passage-time probability in financial markets |
scientific article |
Statements
The high order dispersion analysis based on first-passage-time probability in financial markets (English)
0 references
13 November 2018
0 references
first-passage-time (FPT) probability
0 references
high order dispersion (HOD)
0 references
multifractal detrended fluctuation analysis (MF-DFA)
0 references
financial time series
0 references
0 references
0 references
0 references
