Alternative measure of multifractal content and its application in finance (Q508304)

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scientific article; zbMATH DE number 6683388
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Alternative measure of multifractal content and its application in finance
scientific article; zbMATH DE number 6683388

    Statements

    Alternative measure of multifractal content and its application in finance (English)
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    10 February 2017
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    multifractality
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    finite size effects
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    multifractal detrended analysis
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    multifractal bias
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    scaling
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    time series analysis
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    new multifractal measure
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    generalized Hurst exponent
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