The high order dispersion analysis based on first-passage-time probability in financial markets
type: Item
instance of: scholarly article
title: The high order dispersion analysis based on first-passage-time probability in financial markets
zbMATH Open document ID: 1400.91685
author: Chenggong Liu
author: Pengjian Shang
author: Guochen Feng
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6978947
zbMATH Keywords: first-passage-time (FPT) probability
zbMATH Keywords: high order dispersion (HOD)
zbMATH Keywords: multifractal detrended fluctuation analysis (MF-DFA)
zbMATH Keywords: financial time series
MaRDI profile type: Publication
full work available at URL: j.physa.2016.11.045
OpenAlex ID: W2555375094
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DOI: 10.1016/J.PHYSA.2016.11.045
description: scientific article; zbMATH DE number 6978947