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Effect of Detrending on Multifractal Characteristics
12 references·1 citing·33 second hop
Effect of Detrending on Multifractal Characteristics (2013)Effect of Detrending on Multifractal Char…Physical approach to complex systems (2012)Physical approach to complex …Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series (2012)Generalized Hurst exponent an…The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect (2010)The foreign exchange market: …The components of empirical multifractality in financial returns (2009)The components of empirical m…Quantitative features of multifractal subtleties in time series (2009)Quantitative features of mult…Language as shaped by the brain (2008)Language as shaped by the bra…Long-range correlation and multifractality in Bach’s Inventions pitches (2007)Long-range correlation and mu…Wavelet versus detrended fluctuation analysis of multifractal structures (2006)Wavelet versus detrended fluc…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Detecting long-range correlations with detrended fluctuation analysis (2001)Detecting long-range correlat…THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (1994)THE MULTIFRACTAL FORMALISM RE…Fractal geometry of music. (1990)Fractal geometry of music.Signatures of the Crypto-Currency Market Decoupling from the Forex (2019)Signatures of the Crypto-Curr…Fractals and Scaling in Finance (1997)A theory of power-law distributions in financial market fluctuations (2003)A multifractal approach for stock market inefficiency (2008)Comparison of detrending methods for fluctuation analysis (2008)Fractal and Multifractal Time Series (2009)Effect of trends on detrended fluctuation analysis (2001)Effect of nonstationarities on detrended fluctuation analysis (2002)Finite-size effect and the components of multifractality in financial volatility (2011)Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Detecting and interpreting distortions in hierarchical organization of complex time series (2015)The Behavior of Stock-Market Prices (1965)The Matthew Effect in Science (1968)The Pricing of Options and Corporate Liabilities (1973)Detrended cross-correlation analysis consistently extended to multifractality (2014)Multiscale characteristics of the emerging global cryptocurrency market (2020)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal properties of price fluctuations of stocks and commodities (2003)Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations (2015)Long-Term Storage: An Experimental Study. (1966)ASPECTS OF THE THEORY OF SYNTAX (1964)The genetical evolution of social behaviour. I (1964)Metaphors We Live By (2003)Cumulative cultural evolution in the laboratory: An experimental approach to the origins of structure in human language (2008)Language Is a Complex Adaptive System: Position Paper (2009)The Evolution of Language (2010)Detrending moving average algorithm for multifractals (2010)Multifractal analysis of financial markets: a review (2019)Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals (2011)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Self-similarity of the "1/f noise" called music. (1991)The mathematical analysis of the structure of some songs (2005)Bach Is the Father of Harmony: Revealed by a 1/f Fluctuation Analysis across Musical Genres (2015)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2001Detecting long-range correlations with detrended fluctuation analysis1,401 cited
  • 2008Language as shaped by the brain1,074 cited
  • 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS574 cited
  • 2012Physical approach to complex systems517 cited
  • 2006Wavelet versus detrended fluctuation analysis of multifractal structures339 cited
  • 2009The components of empirical multifractality in financial returns195 cited
  • 2009Quantitative features of multifractal subtleties in time series190 cited
  • 1990Fractal geometry of music.153 cited
  • 2007Long-range correlation and multifractality in Bach’s Inventions pitches86 cited
  • 2012Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series83 cited
  • 2010The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect80 cited

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  • 2019Signatures of the Crypto-Currency Market Decoupling from the Forex69 cited

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