Pages that link to "Item:Q4646471"
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The following pages link to Multifractal returns and hierarchical portfolio theory (Q4646471):
Displaying 20 items.
- A multifractal formalism for vector-valued random fields based on wavelet analysis: application to turbulent velocity and vorticity 3D numerical data (Q954721) (← links)
- Fokker-Planck equation of distributions of financial returns and power laws (Q1591816) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (Q1699513) (← links)
- A risk measure of the stock market that is based on multifractality (Q2128744) (← links)
- Wavelet-based method to disentangle transcription- and replication-associated strand asymmetries in mammalian genomes (Q2268056) (← links)
- Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- Efficient Computation of Higher-Order Cumulant Tensors (Q3176295) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos (Q4646789) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- (Q5001214) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- A multifractal decomposition according to rate of returns (Q5296698) (← links)
- Time-reversal asymmetry in Cont-Bouchaud stock market model (Q5945410) (← links)
- Multi-scaling in the Cont-Bouchaud microscopic stock market model (Q5947856) (← links)
- Invasion-percolation and statistics of US Treasury bonds (Q5947857) (← links)
- Modelling financial time series using multifractal random walks (Q5947867) (← links)
