Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706)

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Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
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    Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (English)
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    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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