Multifractal geometry in stock market time series
type: Item
instance of: scholarly article
title: Multifractal geometry in stock market time series
zbMATH Open document ID: 1017.91084
DOI: 10.1016/S0378-4371(02)01830-7
author: Antonio Turiel
author: Conrad J. Pérez-Vicente
published in: Physica A
publication date: 2003-04-23T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1900419
zbMATH Keywords: most singular manifold
zbMATH Keywords: series dynamics
zbMATH Keywords: returns
MaRDI profile type: Publication
cites work: MULTIFRACTAL FLUCTUATIONS IN FINANCE
cites work: Coarse-graining and self-similarity of price fluctuations
cites work: Q4358725
cites work: Ten Lectures on Wavelets
cites work: A random process for the construction of multiaffine fields
cites work: Q4023085
full work available at URL: s0378-4371(02)01830-7
OpenAlex ID: W2021840191
description: scientific article; zbMATH DE number 1900419