Phase and multifractality analyses of random price time series by finite-range interacting biased voter system

Computational Statistics

Volumn 29, Issue 5, 2014, Pages 1045-1063

  Niu, Hongli ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Empirical mode decomposition; Financial price process; Interacting biased voter model; Multifractality; Phase analysis; Statistical analysis

Indexed keywords

EID: 84892382790     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-014-0479-0     Document Type: Article

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