Measuring multiscaling in financial time-series (Q508279)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring multiscaling in financial time-series |
scientific article |
Statements
Measuring multiscaling in financial time-series (English)
0 references
10 February 2017
0 references
multiscaling
0 references
multifractality
0 references
central limit theorem
0 references
power law tails
0 references
autocorrelation
0 references
0 references