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Wavelet Leaders: A new method to estimate the multifractal singularity spectra
8 references·5 citing·30 second hop
Wavelet Leaders: A new method to estimate the multifractal singularity spectra (2009)Wavelet Leaders: A new method to estimate…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…Wavelet Leaders in Multifractal Analysis (2007)Wavelet Leaders in Multifract…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…Magnitude and Sign Correlations in Heartbeat Fluctuations (2001)Magnitude and Sign Correlatio…A Multifractal Walk down Wall Street (1999)A Multifractal Walk down Wall…Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics (1996)Anomalous fluctuations in the…Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Wavelets and multifractal for…Joint multifractal analysis based on wavelet leaders (2017)Joint multifractal analysis b…Multifractal formalism by enforcing the universal behavior of scaling functions (2014)Multifractal formalism by enf…Multifractal parameters as an indication of different physiological and pathological states of the human brain (2013)Multifractal parameters as an…Pitfalls in fractal time series analysis: fMRI BOLD as an exemplary case (2012)Pitfalls in fractal time seri…Haar wavelets, fluctuations and structure functions: convenient choices for geophysics (2012)Haar wavelets, fluctuations a…Fractals and Scaling in Finance (1997)A theory of power-law distributions in financial market fluctuations (2003)Fractal and Multifractal Time Series (2009)Fractal Physiology (1994)Scaling behaviour in the dynamics of an economic index (1995)Econophysics: Can physicists contribute to the science of economics? (1999)Detrended fluctuation analysis of rainfall and streamflow time series (2000)Quantifying China’s regional economic complexity (2017)On Growth and Form, 1917 (2019)Multifractal random walk (2001)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Detecting long-range correlations with detrended fluctuation analysis (2001)Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect (2017)Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis (2021)Multifractal detrended fluctuation analysis of sunspot time series (2006)Comparison of detrending methods for fluctuation analysis (2008)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method (1993)Physical approach to complex systems (2012)Multifractal properties of price fluctuations of stocks and commodities (2003)The components of empirical multifractality in financial returns (2009)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Multifractality Tests Using Bootstrapped Wavelet Leaders (2007)A Tutorial on Multifractality, Cascades, and Interactivity for Empirical Time Series in Ecological Science (2013)Intermittent process analysis with scattering moments (2015)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 1991Wavelets and multifractal formalism for singular signals: Application to turbulence data786 cited
  • 2001Magnitude and Sign Correlations in Heartbeat Fluctuations398 cited
  • 1999A Multifractal Walk down Wall Street361 cited
  • 2006Wavelet versus detrended fluctuation analysis of multifractal structures339 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 1996Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics234 cited
  • 2007Wavelet Leaders in Multifractal Analysis186 cited

Cited by

  • 2012Haar wavelets, fluctuations and structure functions: convenient choices for geophysics89 cited
  • 2017Joint multifractal analysis based on wavelet leaders61 cited
  • 2013Multifractal parameters as an indication of different physiological and pathological states of the human brain58 cited
  • 2012Pitfalls in fractal time series analysis: fMRI BOLD as an exemplary case57 cited
  • 2014Multifractal formalism by enforcing the universal behavior of scaling functions57 cited

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