Modified multifractal large deviation spectrum based on CID for financial market system

DOI10.1016/j.physa.2019.04.080OpenAlexW2941162587MaRDI QIDQ2158964

Shijian Chen, Pengjian Shang, Yue Wu

Publication date: 26 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.080

zbMATH Keywords

correlationmultifractal analysiscomplexity-invariant distancelarge deviation spectrum

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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