Multifractal detrended fluctuation analysis: practical applications to financial time series (Q2228812)
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scientific article; zbMATH DE number 7313661
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| English | Multifractal detrended fluctuation analysis: practical applications to financial time series |
scientific article; zbMATH DE number 7313661 |
Statements
Multifractal detrended fluctuation analysis: practical applications to financial time series (English)
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19 February 2021
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financial time series
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multifractal process
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multifractal detrended fluctuation analysis
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multifractal spectrum
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self-similar process
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0.7549296021461487
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0.739782989025116
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0.7181476950645447
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0.7140076756477356
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0.7135741710662842
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