MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY (Q5024025)
From MaRDI portal
scientific article; zbMATH DE number 7465646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY |
scientific article; zbMATH DE number 7465646 |
Statements
MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY (English)
0 references
28 January 2022
0 references
MF-DHV
0 references
MF-DFA
0 references
MF-DMA
0 references
\(p\)-model
0 references
