ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043)
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scientific article; zbMATH DE number 2139710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS |
scientific article; zbMATH DE number 2139710 |
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ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (English)
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28 February 2005
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High-frequency data
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S\& P 500 index
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long range dependence
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heavy tailed marginals
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fractional Brownian motion
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wavelet analysis
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log scale spectrum
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