Multifractal detrended fluctuation analysis approach to study period of crisis of YES bank

zbMATH Open1499.91064MaRDI QIDQ5153294FDOQ5153294

Authors: Pooja Devi, Pawan Kumar, Ravendra Singh, Sunil Kumar 

Publication date: 29 September 2021

Full work available at URL: http://www.nonlinearstudies.com/index.php/nonlinear/article/view/2491

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zbMATH Keywords

time seriesHurst exponentscaling exponentmultifractalitysingularity spectrumHölder exponent

Mathematics Subject Classification ID

Economic time series analysis (91B84) Fractals (28A80)

Cited In (1)

• Multifractal analysis and multiagent simulation for market crash prediction

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