SCOPUS 정보 검색 플랫폼

Volumn 386, Issue 1, 2007, Pages 259-266

Multifractal detrended fluctuation analysis of derivative and spot markets

Author keywords

Generalized dimension; KTB; Multifractal detrended fluctuation analysis; Renyi exponent; USB

Indexed keywords

COST EFFECTIVENESS; DATA REDUCTION; ECONOMIC ANALYSIS; FINANCE; MARKETING; TIME SERIES ANALYSIS;

FLUCTUATION ANALYSIS; GENERALIZED DIMENSION; MULTIFRACTAL PROPERTIES; RENYI EXPONENT;

FRACTALS;

EID: 35148873170 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/j.physa.2007.07.055 Document Type: Article

Times cited : (84)

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