The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445)
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scientific article; zbMATH DE number 6978947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The high order dispersion analysis based on first-passage-time probability in financial markets |
scientific article; zbMATH DE number 6978947 |
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The high order dispersion analysis based on first-passage-time probability in financial markets (English)
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13 November 2018
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first-passage-time (FPT) probability
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high order dispersion (HOD)
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multifractal detrended fluctuation analysis (MF-DFA)
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financial time series
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