SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Wavelet versus detrended fluctuation analysis of multifractal structures
9 references·16 citing·34 second hop
Wavelet versus detrended fluctuation analysis of multifractal structures (2006)Wavelet versus detrended fluctuation anal…Multifractal properties of price fluctuations of stocks and commodities (2003)Multifractal properties of pr…A theory of power-law distributions in financial market fluctuations (2003)A theory of power-law distrib…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Scaling of the distribution of price fluctuations of individual companies (1999)Scaling of the distribution o…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Indication of a Universal Persistence Law Governing Atmospheric Variability (1998)Indication of a Universal Per…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Turbulent cascades in foreign exchange markets (1996)Turbulent cascades in foreign…THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (1994)THE MULTIFRACTAL FORMALISM RE…Multiscale characteristics of the emerging global cryptocurrency market (2020)Multiscale characteristics of…Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects (2018)Bitcoin market route to matur…Multifractal analysis of meteorological time series to assess climate impacts (2015)Multifractal analysis of mete…Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations (2015)Detrended fluctuation analysi…Detecting and interpreting distortions in hierarchical organization of complex time series (2015)Detecting and interpreting di…Complexity testing techniques for time series data: A comprehensive literature review (2015)Complexity testing techniques…Detrended cross-correlation analysis consistently extended to multifractality (2014)Detrended cross-correlation a…A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science (2013)A Tutorial on Multifractality…Fractal and Multifractal Time Series (2011)Fractal and Multifractal Time…Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders (2011)Arbitrary-order Hilbert spect…Quantitative features of multifractal subtleties in time series (2009)Quantitative features of mult…Fractal and Multifractal Time Series (2009)Fractal and Multifractal Time…Comparison of detrending methods for fluctuation analysis (2008)Comparison of detrending meth…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…Fractal analysis of river flow fluctuations (2007)Fractal analysis of river flo…Multiscale characteristics of the emerging global cryptocurrency marketMultiscale characteristics of…Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series (2012)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)Human behavior and the principle of least effort (1949)Continuous Auctions and Insider Trading (1985)The variation of certain speculative prices (1997)The Cross‐Section of Volatility and Expected Returns (2006)Modelling the scaling properties of human mobility (2010)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)The Variation of Certain Speculative Prices (1963)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Power Laws in Economics and Finance (2008)Power Laws in Economics: An Introduction (2016)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Pricing of Options and Corporate Liabilities (1973)Institutional Investors and Stock Market Volatility (2006)Cross-correlations between volume change and price change (2009)Detrending moving average algorithm for multifractals (2010)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)Estimating long range dependence: finite sample properties and confidence intervals (2001)Stochastic Models That Separate Fractal Dimension and the Hurst Effect (2004)Long‐term persistence and multifractality of precipitation and river runoff records (2006)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Time-lag cross-correlations in collective phenomena (2010)Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)The politics of attention: how government prioritizes problems (2006)Power Laws in Economics and Finance (2009)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 1997Fractals and Scaling in Finance1,299 cited
  • 2003A theory of power-law distributions in financial market fluctuations1,283 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited
  • 1996Turbulent cascades in foreign exchange markets643 cited
  • 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS574 cited
  • 1999Scaling of the distribution of price fluctuations of individual companies539 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited

Cited by

  • 2008Comparison of detrending methods for fluctuation analysis315 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2009Fractal and Multifractal Time Series242 cited
  • 2020Multiscale characteristics of the emerging global cryptocurrency market241 cited
  • 2014Detrended cross-correlation analysis consistently extended to multifractality224 cited
  • n.d.Multiscale characteristics of the emerging global cryptocurrency market

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

211 cited
  • 2009Quantitative features of multifractal subtleties in time series190 cited
  • 2015Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations167 cited
  • 2015Detecting and interpreting distortions in hierarchical organization of complex time series166 cited
  • 2007Fractal analysis of river flow fluctuations162 cited
  • 2013A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science147 cited
  • 2015Complexity testing techniques for time series data: A comprehensive literature review137 cited
  • 2018Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects120 cited
  • 2011Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders112 cited
  • 2011Fractal and Multifractal Time Series108 cited
  • 2015Multifractal analysis of meteorological time series to assess climate impacts107 cited