Pages that link to "Item:Q5309005"
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The following pages link to Modelling stock price movements: multifractality or multifractionality? (Q5309005):
Displaying 8 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- An accurate algorithm to calculate the Hurst exponent of self-similar processes (Q489372) (← links)
- Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
- White noise-based stochastic calculus with respect to multifractional Brownian motion (Q2875258) (← links)
- MULTIFRACTIONAL PROPERTIES OF STOCK INDICES DECOMPOSED BY FILTERING THEIR POINTWISE HÖLDER REGULARITY (Q3168857) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)