Genuine multifractality in time series is due to temporal correlations.
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- Type
- preprint
- Published
- 2022-11-02
- Cited by
- 54
- References
- 42
- Access
- Open access
- OpenAlex
- https://openalex.org/W4308165188
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:253255121
Keywords
Series (stratigraphy), Statistical physics, Econometrics, Mathematics, Physics
References
- Financial Return Distributions: Past, Present, and COVID-19
- Finite-size effect and the components of multifractality in financial volatility
- Inverse cubic law for the distribution of stock price variations
- Quantifying origin and character of long-range correlations in narrative texts
- Fractal and multifractal analysis: A review
- Nonadditive entropy and nonextensive statistical mechanics - An overview after 20 years
- Multifractal analysis of DNA walks and trails.
- Wavelet versus detrended fluctuation analysis of multifractal structures.
- Mosaic organization of DNA nucleotides.
- The Multifractal Formalism Revisited with Wavelets
- Multi-scaling properties of truncated Lévy flights
- Physical approach to complex systems
- Multifractal phenomena in physics and chemistry
- Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series.
- Occupancy of phase space, extensivity of Sq, and q-generalized central limit theorem
- Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
- Quantitative features of multifractal subtleties in time series
- ON A FORMULA FOR THE PRODUCT-MOMENT COEFFICIENT OF ANY ORDER OF A NORMAL FREQUENCY DISTRIBUTION IN ANY NUMBER OF VARIABLES
- Multifractal detrended cross-correlation analysis for two nonstationary signals.
- Nonextensive statistical features of the Polish stock market fluctuations
Cited by
- Neural Quantification of Timbre and Emotions from Indian Classical Music a Multifractal Exploration
- What Is Mature and What Is Still Emerging in the Cryptocurrency Market?
- Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis
- TESTING FOR INTRINSIC MULTIFRACTALITY IN THE GLOBAL GRAIN SPOT MARKET INDICES: A MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS
- Coupling correlation adaptive detrended analysis for multiple nonstationary series
- Complex systems approach to natural language
- Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
- Additivity suppresses multifractal nonlinearity due to multiplicative cascade dynamics
- Multifractal Detrended Fluctuation Analysis of Soil Radon in the Kachchh Region of Gujarat, India: A Case Study of Earthquake Precursors
- Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations
- Multifractal information on reading eye tracking data
- Insights into the dynamics of market efficiency spillover of financial assets in different equity markets
- Multifractal analysis of Chinese literary and web novels
- Correlations versus noise in the NFT market
- Multifractal fluctuations in zebrafish (Danio rerio) polarization time series
- Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops
- Statistics of punctuation in experimental literature - the remarkable case of "Finnegans Wake" by James Joyce
- Multifractal Hopscotch in Hopscotch by Julio Cortázar
- Understanding the information of shock effects between energy commodity prices and maritime freight rate
- The interplay between multifractal characteristics and seasonal fluctuations within the LNG spot freight market: insights, forecasting, and trading strategies
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