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

MaRDI QIDQ5153294zbMATH OpenFDO

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

zbMATH Keywords

time seriesHurst exponentscaling exponentmultifractalitysingularity spectrumHölder exponent

Mathematics Subject Classification ID

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

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Cited in

(1)

• Multifractal analysis and multiagent simulation for market crash prediction

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