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Multifractal nature of particulate matters (PMs) in Hong Kong urban air
15 references·0 citing·41 second hopsampled
Multifractal nature of particulate matters (PMs) in Hong Kong urban air (2015)Multifractal nature of particulate matter…On the multifractal effects generated by monofractal signals (2013)On the multifractal effects g…Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant (2011)Long-term correlations and mu…Finite-size effect and the components of multifractality in financial volatility (2011)Finite-size effect and the co…Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives (2010)Are crude oil markets multifr…The components of empirical multifractality in financial returns (2009)The components of empirical m…Scale invariant distribution and multifractality of volatility multipliers in stock markets (2007)Scale invariant distribution …Different methodologies to quantify uncertainties of air emissions (2004)Different methodologies to qu…Multifractality in Asset Returns: Theory and Evidence (2002)Multifractality in Asset Retu…Multifractal nature of stock exchange prices (2002)Multifractal nature of stock …Multifractal nature of stock exchange prices (2002)Multifractal nature of stock …Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Effect of trends on detrended fluctuation analysis (2001)Effect of trends on detrended…MULTIFRACTAL FLUCTUATIONS IN FINANCE (2000)MULTIFRACTAL FLUCTUATIONS IN …An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Multifractal analysis of foreign exchange data (1999)Multifractal analysis of fore…Modeling volatility persistence of speculative returns: A new approach (1996)Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012)Understanding the source of multifractality in financial markets (2012)The Variation of Certain Speculative Prices (1963)Fractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)The variation of certain speculative prices (1997)Multifractal analysis of streamflow records of the East River basin (Pearl River), China (2008)Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (2017)Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash (2019)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate (2005)Quantitative features of multifractal subtleties in time series (2009)Effect of nonstationarities on detrended fluctuation analysis (2002)Detecting and interpreting distortions in hierarchical organization of complex time series (2015)Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)Some long‐run properties of geophysical records (1969)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Multifractal geometry in stock market time series (2003)Role of multifractal sources in the analysis of stock market time series (2005)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)The Volatility of Realized Volatility (2008)Turbulence and financial markets (1996)Turbulent cascades in foreign exchange markets (1996)A Multifractal Walk down Wall Street (1999)Multifractality and herding behavior in the Japanese stock market (2007)Multi-fractal fluctuation features of thermal power coal price in China (2016)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
  • 2001Effect of trends on detrended fluctuation analysis1,298 cited
  • 2002Multifractality in Asset Returns: Theory and Evidence384 cited
  • 2009The components of empirical multifractality in financial returns195 cited
  • 1999Multifractal analysis of foreign exchange data190 cited
  • 2011Finite-size effect and the components of multifractality in financial volatility153 cited
  • 2000MULTIFRACTAL FLUCTUATIONS IN FINANCE78 cited
  • 2010Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives75 cited
  • 2002Multifractal nature of stock exchange prices72 cited
  • 2007Scale invariant distribution and multifractality of volatility multipliers in stock markets62 cited
  • 2002Multifractal nature of stock exchange prices60 cited
  • 2011Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant53 cited
  • 2013On the multifractal effects generated by monofractal signals52 cited
  • 2004Different methodologies to quantify uncertainties of air emissions

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