Pages that link to "Item:Q1873901"
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The following pages link to Scaling, self-similarity and multifractality in FX markets (Q1873901):
Displaying 15 items.
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method (Q665325) (← links)
- Empirical scaling laws and the aggregation of non-stationary data (Q1673262) (← links)
- International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
- Multifractality and self-adjustment of the attraction channel of stock market (Q1778417) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- Multifractal diffusion in NASDAQ. (Q2729431) (← links)
- EMPIRICAL TESTING OF MULTIFRACTALITY OF FINANCIAL TIME SERIES BASED ON WTMM (Q3647665) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Multifractal analysis of foreign exchange data chains (Q4702173) (← links)
- Apparent multifractality of self-similar Lévy processes (Q4978477) (← links)
- Modelling stock price movements: multifractality or multifractionality? (Q5309005) (← links)
- Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)
- An information theory approach to stock market liquidity (Q6592503) (← links)
