Measuring multiscaling in financial time-series (Q508279)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6683377
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Measuring multiscaling in financial time-series |
scientific article; zbMATH DE number 6683377 |
Statements
Measuring multiscaling in financial time-series (English)
0 references
10 February 2017
0 references
multiscaling
0 references
multifractality
0 references
central limit theorem
0 references
power law tails
0 references
autocorrelation
0 references
0 references
0.7770687341690063
0 references
0.7514731884002686
0 references
0.7262083292007446
0 references
0.7233447432518005
0 references
0.7209395170211792
0 references
