Alternative measure of multifractal content and its application in finance (Q508304)
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scientific article; zbMATH DE number 6683388
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| English | Alternative measure of multifractal content and its application in finance |
scientific article; zbMATH DE number 6683388 |
Statements
Alternative measure of multifractal content and its application in finance (English)
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10 February 2017
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multifractality
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finite size effects
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multifractal detrended analysis
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multifractal bias
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scaling
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time series analysis
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new multifractal measure
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generalized Hurst exponent
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0.7638919949531555
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0.7631677389144897
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0.7527379989624023
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0.7514731884002686
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0.7486759424209595
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