Pages that link to "Item:Q2296838"
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The following pages link to Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis (Q2296838):
Displaying 5 items.
- EFFECT OF FILTERS ON MULTIVARIATE MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS (Q5024780) (← links)
- Multifractal temporally weighted detrended cross-correlation analysis of multivariate time series (Q5220502) (← links)
- Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires (Q6102441) (← links)
- Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
- Quantifying multifractal anisotropy in two dimensional objects (Q6663721) (← links)
