Pages that link to "Item:Q1841360"
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The following pages link to Multifractal analysis of Hang Seng index in Hong Kong stock market (Q1841360):
Displaying 15 items.
- Multifractal theory with its applications in data management (Q893048) (← links)
- Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations (Q1673056) (← links)
- Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939) (← links)
- Nonlinear behaviors of tail dependence and cross-correlation of financial time series model (Q1725400) (← links)
- Self-averaging phenomenon and multiscaling in Hong Kong stock market (Q1852544) (← links)
- Traffic modeling for communications networks: a multifractal approach based on few parameters (Q1996650) (← links)
- Dynamics of the price behavior in stock markets: a statistical physics approach (Q2067455) (← links)
- Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach (Q2123691) (← links)
- A risk measure of the stock market that is based on multifractality (Q2128744) (← links)
- Multifractal weighted permutation analysis based on Rényi entropy for financial time series (Q2164283) (← links)
- Finite-size effect and the components of multifractality in financial volatility (Q2393233) (← links)
- Hierarchical structure of stock price fluctuations in financial markets (Q3301322) (← links)
- An index of market shocks based on multiscale analysis* (Q4647246) (← links)
- Evolution of multifractal cross-correlations between the Argentina MERVAL Index and international commodities prices (Q5138177) (← links)
- Predictability of multifractal analysis of Hang Seng stock index in Hong Kong (Q5949733) (← links)
