Multifractal weighted permutation analysis based on Rényi entropy for financial time series (Q2164283)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Multifractal weighted permutation analysis based on Rényi entropy for financial time series
scientific article

    Statements

    Multifractal weighted permutation analysis based on Rényi entropy for financial time series (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    12 August 2022
    0 references
    0 references
    generalized dimension
    0 references
    multifractal analysis
    0 references
    weight permutation process
    0 references
    financial time series
    0 references
    0 references