Multiscale multifractal diffusion entropy analysis of financial time series
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Cites work
- scientific article; zbMATH DE number 3143967 (Why is no real title available?)
- scientific article; zbMATH DE number 3173999 (Why is no real title available?)
- scientific article; zbMATH DE number 176034 (Why is no real title available?)
- scientific article; zbMATH DE number 3591873 (Why is no real title available?)
- scientific article; zbMATH DE number 1277441 (Why is no real title available?)
- A Mathematical Theory of Communication
- Detecting long-range correlations with detrended fluctuation analysis
- Entropic nonextensivity: A possible measure of complexity
- Generalized cutoff rates and Renyi's information measures
- Introduction to Nonextensive Statistical Mechanics
- Multifractal detrended fluctuation analysis of nonstationary time series
- On Rényi information for ergodic diffusion processes
- The world according to Rényi: Thermodynamics of multifractal systems
Cited in
(25)- Predictability of multifractal analysis of Hang Seng stock index in Hong Kong
- A method for analyzing correlation between multiscale and multivariate systems -- multiscale multidimensional cross recurrence quantification (MMDCRQA)
- Scaling invariance embedded in very short time series: a factorial moment based diffusion entropy approach
- Dispersion complexity-entropy curves: an effective method to characterize the structures of nonlinear time series
- The complexity-entropy causality plane based on multiscale power spectrum entropy of financial time series
- Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods
- EMPIRICAL TESTING OF MULTIFRACTALITY OF FINANCIAL TIME SERIES BASED ON WTMM
- Detrended multiple cross-correlation coefficient with sliding windows approach
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure
- Multiwavelet scale multidimensional recurrence quantification analysis
- Time-delay multiscale multifractal detrended partial cross-correlation analysis of high-frequency stock series
- Revisiting the multifractality in stock returns and its modeling implications
- The high order dispersion analysis based on first-passage-time probability in financial markets
- Multifractal analysis of Hang Seng index in Hong Kong stock market
- Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis
- Multifractal detrended fluctuation analysis approach to study period of crisis of YES bank
- Financial time series analysis based on information categorization method
- Fractal analysis on complex system: a case study on global stock market
- Stock volatility analysis in financial markets based on diffusion entropy
- Multiscale fluctuation features of the dynamic correlation between bivariate time series
- MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES
- Financial multifractality and its subtleties: An example of DAX
- Techniques for multifractal spectrum estimation in financial time series
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model
- Detrended fluctuation analysis based on higher-order moments of financial time series
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