Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents
type: Item
instance of: scholarly article
title: Gradual multifractal reconstruction of time-series: formulation of the method and an application to the coupling between stock market indices and their Hölder exponents
author: Christopher J. Keylock
published in: Physica D
publication date: 2018-02-23T00:00:00Z
full work available at URL: https://dspace.lboro.ac.uk/2134/33285
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B80
zbMATH DE Number: 6842896
zbMATH Keywords: wavelets
zbMATH Keywords: multifractal
zbMATH Keywords: Hölder exponent
zbMATH Keywords: surrogate data
zbMATH Keywords: econophysics
describes a project that uses: wmtsa
MaRDI profile type: Publication
OpenAlex ID: W2773349150
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DOI: 10.1016/J.PHYSD.2017.11.011
description: scientific article; zbMATH DE number 6842896