STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481)
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scientific article; zbMATH DE number 6145308
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| English | STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS |
scientific article; zbMATH DE number 6145308 |
Statements
STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (English)
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15 March 2013
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stochastic Ising model
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mean field theory
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time series
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long memory
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multifractal detrended fluctuation analysis
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0.8924906
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0.8753498
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0.8685807
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0.86013067
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0.8589825
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