TIME-DELAY MULTISCALE MULTIFRACTAL DETRENDED PARTIAL CROSS-CORRELATION ANALYSIS OF HIGH-FREQUENCY STOCK SERIES (Q5024993)
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scientific article; zbMATH DE number 7467678
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TIME-DELAY MULTISCALE MULTIFRACTAL DETRENDED PARTIAL CROSS-CORRELATION ANALYSIS OF HIGH-FREQUENCY STOCK SERIES |
scientific article; zbMATH DE number 7467678 |
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TIME-DELAY MULTISCALE MULTIFRACTAL DETRENDED PARTIAL CROSS-CORRELATION ANALYSIS OF HIGH-FREQUENCY STOCK SERIES (English)
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1 February 2022
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time-delay
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multiscale multifractal detrended partial cross-correlation analysis
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high-frequency stocks
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