Multifractal regime detecting method for financial time series (Q728164)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multifractal regime detecting method for financial time series |
scientific article |
Statements
Multifractal regime detecting method for financial time series (English)
0 references
19 December 2016
0 references
multifractal
0 references
generalized Hurst exponent
0 references
Korea composite stock price index
0 references
0 references