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Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents (2018)

First Author: Keylock C
Attributed to:  Advanced MIMO Radar Development for Geophysical Imaging Applications funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.physd.2017.11.011

Publication URI: http://dx.doi.org/10.1016/j.physd.2017.11.011

Type: Journal Article/Review

Parent Publication: Physica D: Nonlinear Phenomena