Pages that link to "Item:Q4911481"

The following pages link to STATISTICAL PROPERTIES AND MULTIFRACTAL BEHAVIORS OF MARKET RETURNS BY ISING DYNAMIC SYSTEMS (Q4911481):

Displaying 15 items.

• Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
• Linking market interaction intensity of 3D Ising type financial model with market volatility (Q1619821) (← links)
• Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
• Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
• Multivariate multiscale entropy of financial markets (Q2007428) (← links)
• Fluctuation behavior analysis of stochastic exclusion financial dynamics with random jump (Q2137676) (← links)
• Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
• Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
• Weighted fractional permutation entropy and fractional sample entropy for nonlinear Potts financial dynamics (Q2410080) (← links)
• Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706) (← links)
• Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems (Q4591654) (← links)
• Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
• Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
• Nonlinear scaling analysis approach of agent-based Potts financial dynamical model (Q5347032) (← links)
• A Summary: Quantifying the Complexity of Financial Markets Using Composite and Multivariate Multiscale Entropy (Q5855892) (← links)