Techniques for multifractal spectrum estimation in financial time series
type: Item
instance of: scholarly article
title: Techniques for multifractal spectrum estimation in financial time series
zbMATH Open document ID: 1411.62298
DOI: 10.2495/978-1-78466-155-7/009
author: Jan Korbel
author: Petr Jizba
published in: Complex Systems
publication date: 2017-04-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1610.07028
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 28A80
zbMATH DE Number: 6701396
zbMATH Keywords: multifractal spectrum estimation
zbMATH Keywords: financial time series
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W3122898801
arXiv ID: 1610.07028
description: scientific article