TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY

DOI10.1142/S0218348X21501772zbMath1493.62539OpenAlexW3162544391MaRDI QIDQ5025319

Manling Wang, Yiming Ding, Liang Wu

Publication date: 1 February 2022

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x21501772

zbMATH Keywords

financial seriesde-cross-correlationjoint multifractal analysiswater level series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Fractals (28A80)

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