Cargando…
Skewed multifractal scaling of stock markets during the COVID-19 pandemic
This article proposes a new paradigm of asymmetric multifractality in financial time series, where the scaling feature varies over two adjacent intervals. The proposed approach first locates a change-point and then performs a multifractal detrended fluctuation analysis (MF-DFA) on each interval. The...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2023
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10027953/ https://www.ncbi.nlm.nih.gov/pubmed/36969947 http://dx.doi.org/10.1016/j.chaos.2023.113372 |