Multiscale analysis of economic time series by scale-dependent Lyapunov exponent (Q5746760)
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scientific article; zbMATH DE number 6256474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale analysis of economic time series by scale-dependent Lyapunov exponent |
scientific article; zbMATH DE number 6256474 |
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Multiscale analysis of economic time series by scale-dependent Lyapunov exponent (English)
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8 February 2014
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nonlinear dynamics
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financial time series
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long memory volatility processes
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power law correlation
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