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Measuring multiscaling in financial time-series - MaRDI portal

Measuring multiscaling in financial time-series (Q508279)

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Measuring multiscaling in financial time-series
scientific article

    Statements

    title
    Measuring multiscaling in financial time-series (English)
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    author
    R. J. Buonocore
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    Tomaso Aste
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    Tiziana Di Matteo
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    publication date
    10 February 2017
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    zbMATH Keywords
    multiscaling
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    multifractality
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    central limit theorem
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    power law tails
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    autocorrelation
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    62P05
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    62M10
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    60F05
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    28A80
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    zbMATH DE Number
    6683377
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    Wikidata QID
    Q105552734
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    OpenAlex ID
    W2964086286
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    arXiv ID
    1509.05471
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