EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Multifractality"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 99 Free 24 CC license 4
Type of publication
All
Article 112 Book / Working Paper 19 Other 1
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
Undetermined 80 English 52
Author
All
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
more ... less ...
Institution
All
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...
All
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
more ... less ...
Source
All
RePEc 81 ECONIS (ZBW) 41 EconStor 8 BASE 1 Other ZBW resources 1
Showing 61 - 70 of 132
Cover Image
European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance
Siokis, Fotios M. - In: Physica A: Statistical Mechanics and its Applications 395 (2014) C, pp. 283-292
We analyze the complexity of rare economic events in troubled European economies. The economic crisis initiated at the end of 2009, forced a number of European economies to request financial assistance from world organizations. By employing the stock market index as a leading indicator of the...
Persistent link: https://www.econbiz.de/10010730351
Saved in:
Cover Image
Multifractality and value-at-risk forecasting of exchange rates
Batten, Jonathan A.; Kinateder, Harald; Wagner, Niklas - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 71-81
This paper addresses market risk prediction for high frequency foreign exchange rates under nonlinear risk scaling behaviour. We use a modified version of the multifractal model of asset returns (MMAR) where trading time is represented by the series of volume ticks. Our dataset consists of...
Persistent link: https://www.econbiz.de/10010872934
Saved in:
Cover Image
Cross-correlation between crude oil and refined product prices
Liu, Li; Ma, Guofeng - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 284-293
. Furthermore, the multifractality in cross-correlations is also revealed. The cross-correlation coefficients are as high as 0.9 for …
Persistent link: https://www.econbiz.de/10010906957
Saved in:
Cover Image
Multifractal characterization of gold market: A multifractal detrended fluctuation analysis
Mali, Provash; Mukhopadhyay, Amitabha - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 361-372
that consists of only two parameters. Special emphasis is given to identify the possible source(s) of multifractality in … multifractality for the CPI time series and Indian market series is found due to a long-range time correlation, whereas it is mostly …
Persistent link: https://www.econbiz.de/10010906974
Saved in:
Cover Image
The multipoint Morisita index for the analysis of spatial patterns
Golay, Jean; Kanevski, Mikhail; Vega Orozco, Carmen D.; … - In: Physica A: Statistical Mechanics and its Applications 406 (2014) C, pp. 191-202
multifractality. This relationship to multifractality is first demonstrated and highlighted on a mathematical multifractal set. Then …
Persistent link: https://www.econbiz.de/10011060379
Saved in:
Cover Image
Multifractality and long memory of a financial index
Suárez-García, Pablo; Gómez-Ullate, David - In: Physica A: Statistical Mechanics and its Applications 394 (2014) C, pp. 226-234
In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid’s Stock …
Persistent link: https://www.econbiz.de/10011060891
Saved in:
Cover Image
Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
Niu, Hongli; Wang, Jun - In: Computational Statistics 29 (2014) 5, pp. 1045-1063
A random financial price process which is developed by mechanisms of finite-range interacting biased voter model is considered in the present paper. Voter model is one of statistical physics systems as well as a continuous time Markov process, which originally represents a voter’s attitude on...
Persistent link: https://www.econbiz.de/10010949798
Saved in:
Cover Image
Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet - In: Journal of business & economics research 12 (2014) 4, pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
Saved in:
Cover Image
Multifractal detrended fluctuation analysis of the Chinese stock index futures market
Lu, Xinsheng; Tian, Jie; Zhou, Ying; Li, Zhihui - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 6, pp. 1452-1458
-minute closing prices, we find that the Chinese stock index futures returns exhibit long-range correlations and multifractality … existence of 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/10010873666
Saved in:
Cover Image
Multifractal analysis of stock exchange crashes
Siokis, Fotios M. - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 5, pp. 1164-1171
multifractality than the 1987 crisis. …
Persistent link: https://www.econbiz.de/10010873836
Saved in:
  • First
  • Prev
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...