Multiscale multifractal diffusion entropy analysis of financial time series (Q1783308)
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scientific article; zbMATH DE number 6940554
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| English | Multiscale multifractal diffusion entropy analysis of financial time series |
scientific article; zbMATH DE number 6940554 |
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Multiscale multifractal diffusion entropy analysis of financial time series (English)
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20 September 2018
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multiscale
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multifractal
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diffusion entropy analysis
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Rényi entropy
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long-range correlation
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time scale
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0.8238369822502136
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0.8158756494522095
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0.7888487577438354
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0.7836927175521851
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