Multifractal detrended analysis method and its application in financial markets
Year of publication: |
2018
|
---|---|
Authors: | Cao, Guangxi ; He, Ling-yun ; Cao, Jie |
Publisher: |
Singapore : Springer Singapore |
Subject: | Statistische Methode | Statistical method | Finanzmarkt | Financial market | Mathematik | Mathematics | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (XI, 255 p. 130 illus, online resource) |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-981-10-7916-0 ; 978-981-10-7915-3 |
Other identifiers: | 10.1007/978-981-10-7916-0 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Multifractal detrended analysis method and its application in financial markets
Cao, Guangxi, (2018)
-
Sequential testing with uniformly distributed size
Anatolyev, Stanislav, (2018)
-
Financial statistics and mathematical finance : methods, models and applications
Steland, Ansgar, (2012)
- More ...
-
Multifractal detrended analysis method and its application in financial markets
Cao, Guangxi, (2018)
-
Multifractal detrended cross-correlations between the Chinese exchange market and stock market
Cao, Guangxi, (2012)
-
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
Cao, Guangxi, (2013)
- More ...