Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series (Q5024993)
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scientific article; zbMATH DE number 7467678
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| English | Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series |
scientific article; zbMATH DE number 7467678 |
Statements
TIME-DELAY MULTISCALE MULTIFRACTAL DETRENDED PARTIAL CROSS-CORRELATION ANALYSIS OF HIGH-FREQUENCY STOCK SERIES (English)
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1 February 2022
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time-delay
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multiscale multifractal detrended partial cross-correlation analysis
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high-frequency stocks
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0.8378146290779114
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0.7742456197738647
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0.7581937313079834
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0.7477432489395142
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0.7466247081756592
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