SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Genuine multifractality in time series is due to temporal correlations
16 references·0 citing·30 second hop
Genuine multifractality in time series is due to temporal correlations (2023)Genuine multifractality in time series is…Multiscale characteristics of the emerging global cryptocurrency market (2020)Multiscale characteristics of…Multifractal analysis of financial markets: a review (2019)Multifractal analysis of fina…Detecting and interpreting distortions in hierarchical organization of complex time series (2015)Detecting and interpreting di…Detrended cross-correlation analysis consistently extended to multifractality (2014)Detrended cross-correlation a…Physical approach to complex systems (2012)Physical approach to complex …Finite-size effect and the components of multifractality in financial volatility (2011)Finite-size effect and the co…Quantitative features of multifractal subtleties in time series (2009)Quantitative features of mult…Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Multi-scaling in finance (2007)Multi-scaling in financeWavelet versus detrended fluctuation analysis of multifractal structures (2006)Wavelet versus detrended fluc…Components of multifractality in high-frequency stock returns (2004)Components of multifractality…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales (1998)Stretched exponential distrib…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS (1994)THE MULTIFRACTAL FORMALISM RE…Multiscale characteristics of the emerging global cryptocurrency marketMultiscale characteristics of…Fractals and Scaling in Finance (1997)A theory of power-law distributions in financial market fluctuations (2003)A multifractal approach for stock market inefficiency (2008)Comparison of detrending methods for fluctuation analysis (2008)Fractal and Multifractal Time Series (2009)The Behavior of Stock-Market Prices (1965)The Matthew Effect in Science (1968)The Pricing of Options and Corporate Liabilities (1973)Detecting long-range correlations with detrended fluctuation analysis (2001)Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Statistical tests for power-law cross-correlated processes (2011)Human behavior and the principle of least effort (1949)Fractional Brownian Motions, Fractional Noises and Applications (1968)On Hurst exponent estimation under heavy-tailed distributions (2010)How the cryptocurrency market has performed during COVID 19? A multifractal analysis (2020)Generalized autoregressive conditional heteroskedasticity (1986)Common risk factors in the returns on stocks and bonds (1993)The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average (2018)PORTFOLIO SELECTION* (1952)The Variation of Certain Speculative Prices (1963)Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 (2020)Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction (2022)Scaling of the distribution of price fluctuations of individual companies (1999)Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005)Detrending moving average algorithm for multifractals (2010)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)CRASHES AS CRITICAL POINTS (2000)Burstiness and memory in complex systems (2008)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 1998Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales836 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 1998Inverse cubic law for the distribution of stock price variations590 cited
  • 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS574 cited
  • 2012Physical approach to complex systems517 cited
  • 2019Multifractal analysis of financial markets: a review429 cited
  • 2007Multi-scaling in finance376 cited
  • 2006Wavelet versus detrended fluctuation analysis of multifractal structures339 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 market211 cited
  • 2009Quantitative features of multifractal subtleties in time series190 cited
  • 2015Detecting and interpreting distortions in hierarchical organization of complex time series166 cited
  • 2011Finite-size effect and the components of multifractality in financial volatility

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

153 cited
  • 2004Components of multifractality in high-frequency stock returns152 cited
  • Cited by

    No citing works inside the corpus for this window.