Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (Q2223795)
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scientific article; zbMATH DE number 7305165
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| English | Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint |
scientific article; zbMATH DE number 7305165 |
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Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (English)
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3 February 2021
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portfolio model
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MF-DCCA
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multifractal fluctuations
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multifractal correlation
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0.8155711889266968
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0.7850461602210999
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0.7584569454193115
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0.7573497295379639
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