Graph based and multifractal analysis of financial time series model by continuum percolation

International Journal of Nonlinear Sciences and Numerical Simulation

Volumn 15, Issue 5, 2014, Pages 265-277

  Xiao, Di ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

continuum percolation; financial time series; horizontal visibility graph; multifractal centered moving average; Nonlinear analysis; visibility graph

Indexed keywords

EID: 84907529396     PISSN: 15651339     EISSN: None     Source Type: Journal    
DOI: 10.1515/ijnsns-2013-0047     Document Type: Article

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