Pages that link to "Item:Q2150001"
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The following pages link to Detrended fluctuation analysis based on higher-order moments of financial time series (Q2150001):
Displaying 11 items.
- Alternative measure of multifractal content and its application in finance (Q508304) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
- Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939) (← links)
- Disturbances and complexity in volatility time series (Q1694527) (← links)
- Multiscale multifractal diffusion entropy analysis of financial time series (Q1783308) (← links)
- Detrended fluctuation analysis of multivariate time series (Q2004782) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Modified generalized sample entropy and surrogate data analysis for stock markets (Q2199610) (← links)
- Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381) (← links)
- Stock volatility analysis in financial markets based on diffusion entropy (Q2924305) (← links)
