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Alternative measure of multifractal content and its application in finance · Study

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ArticleAlternative measure of multifractal content and its application in finance

DARIUSZ K. GRECH2016

Article2016

Alternative measure of multifractal content and its application in finance

DARIUSZ K. GRECH

48 citations·0/0 files stored·Chaos Solitons & Fractals

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Complex Systems and Time Series Analysis Fractional Differential Equations Solutions Statistical Mechanics and Entropy

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References

2002Multifractal detrended fluctuation analysis of nonstationary time series 2012Physical approach to complex systems 2003Multifractal properties of price fluctuations of stocks and commodities 2008A multifractal approach for stock market inefficiency 2009The components of empirical multifractality in financial returns 2009Quantitative features of multifractal subtleties in time series 2004Multifractality in the stock market: price increments versus waiting times 2007Effect of Nonlinear Correlations on the Statistics of Return Intervals in Multifractal Data Sets

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Year2016

Typearticle

Published2016-03-12

VenueChaos Solitons & Fractals

ISSN-L0960-0779

Languageen

Citations48

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.chaos.2016.02.017

openalex_workW2299710902

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