Multiscale multifractal diffusion entropy analysis of financial time series (Q1783308)

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scientific article; zbMATH DE number 6940554
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English
Multiscale multifractal diffusion entropy analysis of financial time series
scientific article; zbMATH DE number 6940554

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    Multiscale multifractal diffusion entropy analysis of financial time series (English)
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    20 September 2018
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    multiscale
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    multifractal
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    diffusion entropy analysis
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    Rényi entropy
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    long-range correlation
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    time scale
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