The following pages link to (Q4367302):
Displaying 50 items.
- Multifractal formalism of oscillating singularities for random wavelet series (Q2806519) (← links)
- Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions (Q2893289) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149) (← links)
- Benoit B. Mandelbrot (1924–2010): a father of Quantitative Finance (Q3084972) (← links)
- Universality in the stock exchange market (Q3090074) (← links)
- Using Observed Functional Data to Simulate a Stochastic Process via a Random Multiplicative Cascade Model (Q3298498) (← links)
- Financial market dynamics: superdiffusive or not? (Q3303167) (← links)
- Renewal of singularity sets of random self-similar measures (Q3435395) (← links)
- Spherically Invariant Random Processes: Theory and Applications (Q3448759) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Multifractal Products of Stationary Diffusion Processes (Q3633137) (← links)
- (Q4249426) (← links)
- Modeling growth stocks via birth-death processes (Q4467504) (← links)
- A Stochastic Pontryagin Maximum Principle on the Sierpinski Gasket (Q4558885) (← links)
- Complexity Analysis and Systemic Risk in Finance: Some Methodological Issues (Q4562472) (← links)
- Small and large scale behavior of moments of Poisson cluster processes (Q4578058) (← links)
- (Q4583455) (← links)
- Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system (Q4591760) (← links)
- Heterogeneous information-based artificial stock market (Q4594872) (← links)
- The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra (Q4606767) (← links)
- What really causes large price changes? (Q4610246) (← links)
- Path probability of random fractional systems defined by white noises in coarse-grained time. Application of fractional entropy (Q4626313) (← links)
- Semi-parametric modelling in finance: theoretical foundations (Q4646785) (← links)
- Dissecting financial markets: sectors and states (Q4646791) (← links)
- Father of fractal complexity (Q4647280) (← links)
- Emergence and Universal Computation (Q4660037) (← links)
- Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (Q4676856) (← links)
- Option overlay strategies (Q4683071) (← links)
- Fractional Generalized Random Fields on Bounded Domains (Q4799717) (← links)
- Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting (Q4932831) (← links)
- Discussion: A comparison of GAMLSS with quantile regression (Q4970822) (← links)
- Quantifying air–water turbulence with moment field equations (Q4987906) (← links)
- Explicit and combined estimators for parameters of stable distributions (Q5023858) (← links)
- ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA (Q5025323) (← links)
- Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)
- A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (Q5078664) (← links)
- Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics (Q5079388) (← links)
- Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
- A note on the Cauchy-type mixture distributions (Q5106897) (← links)
- Estimating the Hurst parameter in financial time series via heuristic approaches (Q5123511) (← links)
- Optimal choice of sample fraction in univariate financial tail index estimation (Q5123676) (← links)
- Modelling skewness and kurtosis with the BCPE density in GAMLSS (Q5127038) (← links)
- <i>z</i>Test for the significance of the mean of a stable probability distribution with 1<α≤2 (Q5128930) (← links)
- Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system (Q5129105) (← links)
- Financial portfolios based on Tsallis relative entropy as the risk measure (Q5131513) (← links)
- A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
- Towards a stochastic multi-point description of turbulence (Q5135163) (← links)
- Implied stopping rules for American basket options from Markovian projection (Q5234298) (← links)
