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  • Search: subject:"Multifractality"
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Year of publication
Subject
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Multifractality 84 Volatility 24 Volatilität 23 multifractality 21 Efficient market hypothesis 19 Effizienzmarkthypothese 19 Time series analysis 16 Zeitreihenanalyse 14 Börsenkurs 13 MF-DFA 13 Share price 12 Welt 12 World 12 Coronavirus 11 Hurst exponent 10 Theorie 10 Financial market 9 Finanzmarkt 9 Stock market 9 Theory 9 market efficiency 9 Generalized Hurst exponent 8 Virtual currency 8 Virtuelle Währung 8 Capital income 7 Kapitaleinkommen 7 Aktienmarkt 6 Efficiency 6 Financial markets 6 Impact assessment 6 Wirkungsanalyse 6 multi-fractality 6 COVID-19 5 Detrended fluctuation analysis 5 Econophysics 5 Estimation 5 Oil market 5 Scaling 5 Schätzung 5 Stock markets 5
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Online availability
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Undetermined 99 Free 24 CC license 4
Type of publication
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Article 112 Book / Working Paper 19 Other 1
Type of publication (narrower categories)
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Article in journal 37 Aufsatz in Zeitschrift 37 Working Paper 9 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 2 research-article 1
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Language
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Undetermined 80 English 52
Author
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Lux, Thomas 7 Gu, Rongbao 5 Takaishi, Tetsuya 5 Aslam, Faheem 4 Lu, Xinsheng 4 Wang, Yudong 4 Zhou, Ying 4 Bickley, Steve J. 3 Brumpton, Martin 3 Bunde, Armin 3 Chan, Ho Fai 3 Chen, Shu-Peng 3 Colthurst, Richard 3 Drożdż, S. 3 El Alaoui, Marwane 3 Ferreira, Paulo 3 Gronwald, Marc 3 He, Ling-Yun 3 Kantelhardt, Jan W. 3 Kwapień, J. 3 Li, Zhihui 3 Oświe¸cimka, P. 3 Sattarhoff, Cristina 3 Tian, Jie 3 Torgler, Benno 3 Ali, Haider 2 Aste, Tomaso 2 Aydin, Zehra Berna 2 Bariviera, Aurelio Fernández 2 Benbachir, Saâd 2 Bershadskii, A. 2 Bogachev, Mikhail I. 2 Di Matteo, T. 2 Ghosh, Dipak 2 Gursakal, Necmi 2 Gursakal, Sevda 2 Khan, Khalid 2 Liu, Li 2 Loukil, Nadia 2 Mensi, Walid 2
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Institution
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Society for Computational Economics - SCE 2 University of Bonn, Germany 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 EconWPA 1 Faculty of Business, Auckland University of Technology 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1
Published in...
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Physica A: Statistical Mechanics and its Applications 66 Finance research letters 5 Computational economics 3 Energy economics 3 Research in international business and finance 3 Discussion Paper Serie B 2 International Journal of Sustainable Economy 2 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 MPRA Paper 2 Annals of Faculty of Economics 1 Annals of financial economics 1 Applied economics 1 Asia Pacific financial markets 1 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 CESifo Working Paper 1 CESifo working papers 1 CREMA Working Paper 1 Computational Statistics 1 Computing in Economics and Finance 2001 1 Computing in Economics and Finance 2003 1 Economic modelling 1 Economic research 1 Economics Working Paper 1 Economics Working Paper Series 1 Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Economies : open access journal 1 Eurasian economic review : a journal in applied macroeconomics and finance 1 Finance 1 Global Business and Economics Review 1 International Journal of Emerging Markets 1 International Journal of Financial Markets and Derivatives 1 International journal of computational economics and econometrics 1 International review of financial analysis 1 Journal of business & economics research 1 Journal of economics and finance : JEF 1 Journal of forecasting 1 Journal of management science and engineering 1 Journal of quantitative economics 1 Kiel Working Paper 1
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Source
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RePEc 81 ECONIS (ZBW) 41 EconStor 8 BASE 1 Other ZBW resources 1
Showing 41 - 50 of 132
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Multifractal cross-correlations between the world oil and other financial markets in 2012-2017
Wa̧torek, Marcin; Drożdż, Stanisław; Oświȩcimka, … - In: Energy economics 81 (2019), pp. 874-885
Persistent link: https://www.econbiz.de/10012173014
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An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid; Tiwari, Aviral Kumar; Al-Yahyaee, Khamis Hamed - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
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Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
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Multifractal parameters as an indication of different physiological and pathological states of the human brain
Dutta, Srimonti; Ghosh, Dipak; Samanta, Shukla; Dey, Santanu - In: Physica A: Statistical Mechanics and its Applications 396 (2014) C, pp. 155-163
degree of multifractality of EEG for patients in an epileptic seizure are much higher compared to normal healthy people. The … degree of multifractality for normal humans with eyes open and closed was also significantly different. Thus the multifractal …
Persistent link: https://www.econbiz.de/10010730340
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Testing for multi-fractality and efficiency in selected sovereign bond markets : a multi-fractal detrended moving average (MF-DMA) analysis
Bayraci, Selçuk - In: International journal of computational economics and … 8 (2018) 1, pp. 95-120
Persistent link: https://www.econbiz.de/10011990365
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On the multifractal effects generated by monofractal signals
Grech, Dariusz; Pamuła, Grzegorz - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5845-5864
multifractality, including physics, financial data analysis or physiology, because they allow to separate the ‘true’ multifractal …
Persistent link: https://www.econbiz.de/10011061544
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Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market
Lu, Xinsheng; Tian, Jie; Zhou, Ying; Li, Zhihui - 2012
-minute closing prices, we find that the Chinese stock index futures returns exhibit long-range correlations and multifractality … there exists two different sources of the multifractality for the Chinese stock index futures market. Our results suggest … that the multifractality is mainly due to long-range correlations, although the fat-tailed probability distributions also …
Persistent link: https://www.econbiz.de/10012624236
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The dynamics of market share’s growth and competition in quadratic mappings
Dominique, C-Rene; Rivera-Solis, Luis Eduardo - Volkswirtschaftliche Fakultät, … - 2012
This paper shows that the observed output of any market, placed within the confine of a quadratic map, can characterize the state of that market. Such an approach explains the process of market share’s growth and its pitfalls, the consequences of broken symmetry of scaling, as well as the...
Persistent link: https://www.econbiz.de/10011258528
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Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market
Lu, Xinsheng; Tian, Jie; Zhou, Ying; Li, Zhihui - Faculty of Business, Auckland University of Technology - 2012
-minute closing prices, we find that the Chinese stock index futures returns exhibit long-range correlations and multifractality … there exists two different sources of the multifractality for the Chinese stock index futures market. Our results suggest … that the multifractality is mainly due to long-range correlations, although the fat-tailed probability distributions also …
Persistent link: https://www.econbiz.de/10010596143
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MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS
Ioan, Trenca; Anita, Plesoianu; Razvan, Capusan - In: Annals of Faculty of Economics 1 (2012) 1, pp. 784-790
multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long …. Finally, we propose a foreign exchange market inefficiency ranking by considering the multifractality degree as a measure of …
Persistent link: https://www.econbiz.de/10010607243
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