Pages that link to "Item:Q508279"
From MaRDI portal
The following pages link to Measuring multiscaling in financial time-series (Q508279):
Displaying 6 items.
- Complexity in quantitative finance and economics (Q508270) (← links)
- Alternative measure of multifractal content and its application in finance (Q508304) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- EMPIRICAL TESTING OF MULTIFRACTALITY OF FINANCIAL TIME SERIES BASED ON WTMM (Q3647665) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)