Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (Q2800706)
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scientific article; zbMATH DE number 6569884
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| English | Nonlinear analysis on cross-correlation of financial time series by continuum percolation system |
scientific article; zbMATH DE number 6569884 |
Statements
18 April 2016
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nonlinear analysis
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financial price model
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continuum percolation system
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cross-correlation
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multifractal
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MF-DCCA
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Nonlinear analysis on cross-correlation of financial time series by continuum percolation system (English)
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0.8032370805740356
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0.7799214720726013
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0.7247821688652039
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0.7219471335411072
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