Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump
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Publication:2159662
DOI10.1016/j.physa.2019.04.019OpenAlexW2938034606MaRDI QIDQ2159662
Wei Zhang, Yiduan Wang, Jun Wang, Bo Zhang, Guochao Wang
Publication date: 2 August 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2019.04.019
statistical physicscontinuum percolationfinancial time series modelmultiscale complex entropymultiscale statistical and complex analysisstochastic Ising system
Uses Software
Cites Work
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