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This study uses the wavelet leaders method to examine multifractal characteristics and multiscale entropy patterns in … COVID-19 pandemic. The results show that price returns in all energy markets exhibit multifractal properties before and …
Persistent link: https://www.econbiz.de/10014497369
various fractal/multifractal models for the variation of financial prices. These illustrations do not claim to represent … Brownian comes out as very special and narrowly constricted, while the fractal/multifractal models come out as nearly as simple … and parsimonious as the Brownian. The cartoons are stylized recursive variants of the author’s fractal/multifractal models …
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Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents … of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the … and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the …
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The mitochondrial DNA genome has a definite multifractal structure. We show that loops, hairpins and inverted …
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). Scaling analysis shows that, for time scales smaller than a month, the auto-correlations and cross-correlations are persistent …-correlations. Using the multifractal extension of DFA and DCCA, we find that, for small time scales, the correlations are strongly … multifractal, while, for large time scales, the correlations are nearly monofractal. Analyzing the multifractality of shuffled and …
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July 2001 is analyzed by multifractal. We find that the correlation of the parameters of the multifractal spectra with the … a universal rule for the dependence of the parameters of the multifractal spectra with daily return of a stock index …. Then, we construct a new measurement of market risk based on multifractal spectra, and test its ability of predicting index …
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-based multifractal analysis, magnitude and sign decomposition analysis and a new segmentation algorithm to quantify multiscale features …
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multifractal structure exists in Korean agricultural market prices. …
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