SZodixStudyAcademic Library

Shelves Open access

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

MFDFA: Efficient multifractal detrended fluctuation analysis in python · Study

ArticleShelves

ArticleMFDFA: Efficient multifractal detrended fluctuation analysis in python

Leonardo Rydin Gorjão2021

OA

Articlegreen2021

MFDFA: Efficient multifractal detrended fluctuation analysis in python

Leonardo Rydin Gorjão · Galib Hassan · Jürgen Kurths · Dirk Witthaut

89 citations·0/0 files stored·Computer Physics Communications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Computational Physics and Python Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 89 citations exist upstream.

References

2002Multifractal detrended fluctuation analysis of nonstationary time series 2004Lévy Processes and Stochastic Calculus 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series 1979A DIAMOND ANNIVERSARY 2012Introduction to Multifractal Detrended Fluctuation Analysis in Matlab 2006Long‐term persistence and multifractality of precipitation and river runoff records 2008A multifractal approach for stock market inefficiency 2004Modeling electricity prices: jump diffusion and regime switching

Cited by

2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2020Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreakarticle · 4 shared references 2015Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical applicationarticle · 4 shared references 2019A Modified Multifractal Detrended Fluctuation Analysis (MFDFA) Approach for Multifractal Analysis of Precipitation in Dongting Lake Basin, Chinaarticle · 4 shared references 2022Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countriesarticle · 4 shared references 2020Multifractal description of daily rainfall fields over Indiaarticle · 4 shared references 2011A copula–multifractal volatility hedging model for CSI 300 index futuresarticle · 4 shared references

Details

Year2021

Typearticle

Published2021-12-08

VenueComputer Physics Communications

ISSN-L0010-4655

Languageen

Citations89

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1016/j.cpc.2021.108254

openalex_workW3153448608

Links

Imported from OpenAlex (CC0) — nothing here is generated.