Pages that link to "Item:Q978788"
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The following pages link to Multi-scale correlations in different futures markets (Q978788):
Displaying 8 items.
- Measuring multiscaling in financial time-series (Q508279) (← links)
- Multifractal Hurst analysis of crude oil prices (Q699143) (← links)
- Multiple structural changes in the tail behavior: Evidence from stock index futures returns (Q1003235) (← links)
- Anomalous volatility scaling in high frequency financial data (Q1619205) (← links)
- Multifractal value at risk model (Q1619380) (← links)
- From micro-correlations to macro-correlations (Q1692574) (← links)
- Measuring anti-correlations in the nordic electricity spot market by wavelets (Q1867948) (← links)
- A multi agent model for the limit order book dynamics (Q1938091) (← links)