A local fitting based multifractal detrend fluctuation analysis method

DOI10.1016/J.PHYSA.2023.128476OpenAlexW4315490224MaRDI QIDQ2683290

Xinpei Wu, Jian Wang, Junseok Kim, Menghao Huang

Publication date: 10 February 2023

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

Full work available at URL: https://doi.org/10.1016/j.physa.2023.128476

zbMATH Keywords

local fittingmultifractalmultiplicative cascades

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Multifractal detrended fluctuation analysis of nonstationary time series
• The index cohesive effect on stock market correlations
• Multifractal Cascade Dynamics and Turbulent Intermittency
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
• Multifractality in time series
• MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY

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