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Volumn 123, Issue 3, 2013, Pages 529-537

Multifractality of nonlinear transformations with application in finances

Author keywords

[No Author keywords available]

Indexed keywords

FINITE SIZE EFFECT; GENERALIZED HURST EXPONENT; MONOTONIC FUNCTIONS; MULTI-FRACTAL PROPERTY; MULTI-FRACTAL SPECTRUM; MULTIFRACTAL ANALYSIS; NON-LINEAR TRANSFORMATIONS; STATIONARY TIME SERIES;

EID: 84874896071     PISSN: 05874246     EISSN: 1898794X     Source Type: Journal    
DOI: 10.12693/APhysPolA.123.529     Document Type: Conference Paper
Times cited : (23)

References (48)
  • 21
    • 84874866099 scopus 로고    scopus 로고
    • P. Owicimka, J. Kwapie, I. Celiska, S. Drod, R. Rak, arxiv/1106.2902v1 [physics.data-an]
    • P. Owicimka, J. Kwapie, I. Celiska, S. Drod, R. Rak, arxiv/1106.2902v1 [physics.data-an].
  • 34
    • 84874858726 scopus 로고    scopus 로고
    • D. Grech, G. Pamuaa, arxiv/1108.1951v2
    • D. Grech, G. Pamuaa, arxiv/1108.1951v2.
  • 37
    • 84874832932 scopus 로고    scopus 로고
    • Wei-Xing Zhou, arxiv/0912.4782v [q-n.ST]
    • Wei-Xing Zhou, arxiv/0912.4782v [q-n.ST].
  • 43
    • 0003586464 scopus 로고
    • Plenum Press, New York
    • J. Feder, Fractals, Plenum Press, New York 1988.
    • (1988) Fractals
    • Feder, J.1
  • 44


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.