Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS

5 references·10 citing·29 second hop

FromToDepth

this work references cited by second hop

References

1998Wavelet analysis of long-range-dependent traffic957 cited
2001Multifractal random walk456 cited
1999A Multifractal Walk down Wall Street361 cited
2002Log-Infinitely Divisible Multifractal Processes158 cited
2002Multifractal stationary random measures and multifractal random walks with log infinitely divisible scaling laws140 cited

Cited by

2016Multifractal detrended fluctuation analysis: Practical applications to financial time series103 cited
2007Continuous cascade models for asset returns100 cited
2005On Non-Scale-Invariant Infinitely Divisible Cascades93 cited
2021Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality71 cited
2022Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries69 cited
2006Wavelet Leader based Multifractal Analysis69 cited
2021COVID-19, bitcoin market efficiency, herd behaviour54 cited
2023The dynamics of market efficiency of major cryptocurrencies54 cited
2017How did China’s foreign exchange reform affect the efficiency of foreign exchange market?34 cited

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

2023Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis31 cited