Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice

Physica A: Statistical Mechanics and its Applications

Volumn 392, Issue 18, 2013, Pages 4055-4063

  Fang, Wen ^a,b   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

^b USA   (United States)

Author keywords

Financial time series; Fluctuation behavior; Ising dynamic system; Multifractal spectrum; Sierpinski carpet lattice

Indexed keywords

FINANCE; FINANCIAL DATA PROCESSING; FRACTALS; ISING MODEL; MONTE CARLO METHODS; STATISTICAL MECHANICS; STOCHASTIC SYSTEMS; TIME SERIES;

FINANCIAL TIME SERIES; FLUCTUATION BEHAVIOR; INVERSE TEMPERATURES; MULTI-FRACTAL SPECTRUM; MULTIFRACTAL ANALYSIS; SIERPINSKI CARPET; STATISTICAL FLUCTUATIONS; VOLATILITY CLUSTERING;

TIME SERIES ANALYSIS;

EID: 84879691912     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2013.04.048     Document Type: Article

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