Measuring multiscaling in financial time-series (Q508279)
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scientific article
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| English | Measuring multiscaling in financial time-series |
scientific article |
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Measuring multiscaling in financial time-series (English)
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10 February 2017
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multiscaling
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multifractality
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central limit theorem
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power law tails
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autocorrelation
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0.7770687341690063
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0.7514731884002686
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0.7262083292007446
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0.7233447432518005
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0.7209395170211792
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