Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets.
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Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets.
description
2017 nî lūn-bûn
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2017年の論文
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2017年学术文章
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2017年学术文章
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2017年学术文章
@zh-cn
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2017年学术文章
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2017年學術文章
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2017年學術文章
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name
Multifractal temporally weight ...... application to stock markets.
@en
Multifractal temporally weight ...... application to stock markets.
@nl
type
label
Multifractal temporally weight ...... application to stock markets.
@en
Multifractal temporally weight ...... application to stock markets.
@nl
prefLabel
Multifractal temporally weight ...... application to stock markets.
@en
Multifractal temporally weight ...... application to stock markets.
@nl
P2093
P2860
P356
P1433
P1476
Multifractal temporally weight ...... application to stock markets.
@en
P2093
P2860
P304
P356
10.1063/1.4985637
P577
2017-06-01T00:00:00Z