Pages that link to "Item:Q4702173"
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The following pages link to Multifractal analysis of foreign exchange data chains (Q4702173):
Displaying 43 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)
- Multifractal nature of stock exchange prices (Q696667) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Quantifying complexity of financial short-term time series by composite multiscale entropy measure (Q907618) (← links)
- Functional Feynman-Kac equations for limit lognormal multifractals (Q996850) (← links)
- Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series (Q1599009) (← links)
- On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: a review, a critique and a few recommendations (Q1618514) (← links)
- An entropical characterization for complex systems becoming out of control (Q1618856) (← links)
- Lacunarity and multifractal analysis of the large DLA mass distribution (Q1673051) (← links)
- International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
- Self-averaging phenomenon and multiscaling in Hong Kong stock market (Q1852544) (← links)
- Scaling, self-similarity and multifractality in FX markets (Q1873901) (← links)
- Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904) (← links)
- Econonatology: the physics of the economy in labour (Q1873987) (← links)
- A note on power-law cross-correlated processes (Q2122871) (← links)
- Estimation of multifractality based on natural time analysis (Q2151757) (← links)
- Modified multifractal large deviation spectrum based on CID for financial market system (Q2158964) (← links)
- Finite-size effect and the components of multifractality in financial volatility (Q2393233) (← links)
- Intermittency expansions for limit lognormal multifractals (Q2426698) (← links)
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
- Fractional Fokker-Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (Q2774654) (← links)
- A wavelet method coupled with quasi-self-similar stochastic processes for time series approximation (Q2890996) (← links)
- Continuous multifractal models with zero values: a continuous $\beta $ -multifractal model (Q3301870) (← links)
- BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982) (← links)
- (Q3644465) (← links)
- EMPIRICAL TESTING OF MULTIFRACTALITY OF FINANCIAL TIME SERIES BASED ON WTMM (Q3647665) (← links)
- PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE (Q4521248) (← links)
- MULTIFRACTAL FLUCTUATIONS IN FINANCE (Q4521254) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES (Q4959965) (← links)
- Apparent multifractality of self-similar Lévy processes (Q4978477) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Coarse-graining and self-similarity of price fluctuations (Q5935291) (← links)
- Evidence of Markov properties of high frequency exchange rate data (Q5942416) (← links)
- Invasion-percolation and statistics of US Treasury bonds (Q5947857) (← links)
- Modelling financial time series using multifractal random walks (Q5947867) (← links)
- Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations (Q5948143) (← links)
- Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)
- Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation (Q6055340) (← links)
