In this paper, the daily Hang Seng index in Hong Kong stock market is analyzed by multifractal. The correlation of the … parameters of the multifractal spectra with the variation of close return Z is studied statistically. It is found that the amount …

An improved multifractal detrended fluctuation analysis(MF-DFA) method is applied to analyze the long-term monthly …-range correlation and the multifractal characteristics have been found. The multifractal spectrum has been fitted by a generalized … expression of the multiplicative cascade model, and the results show that the monthly runoff series has strong multifractal …

multifractal spectra f(α) is computed for the states near the center of the band. The level-spacing distribution function is also …

We study the distribution of number of neighbors, ζ, of a multifractal self-affine lattice, Qmf, defined by a single …

In this paper, the daily Hang Seng index in Hong Kong stock market is studied by multifractal analysis. The main … parameter of multifractal spectra used is Δf, which can be used to characterize the ratio of number of highest index moments to …

the redox potential to the biomass concentrations in the first step. Next, a multifractal wavelet analysis is performed … multifractal wavelet analysis is presented, as well as its direct experimental application at the laboratory level. …

, Holston, Nolichucky and French Broad rivers. The Multifractal Detrended Cross-Correlation Analysis (MF-DXA) shows that there … mentioned rivers. The scaling exponent given by DCCA for original series at intermediate time scale, (12–24)≤s≤130months, is λ=1 … records. The magnitude of the scaling exponent and the corresponding cross-correlation exponent are λ∈(0.76,0.85) and γ×∈(0 …

financial returns from intraday data. This is achieved through a new application of the distributional scaling laws for the … class of multifractal processes. Density forecasts from the new multifractal approach are typically found to provide …

Multi-fractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multi-fractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and …

Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multifractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and Bayesian …