Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets
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| ID Code: | 130166 | ||
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| Item Type: | Contribution to Journal (Journal Article) | ||
| Refereed: | Yes | ||
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| Measurements or Duration: | 9 pages | ||
| DOI: | 10.1063/1.4985637 | ||
| ISSN: | 1054-1500 | ||
| Pure ID: | 33270155 | ||
| Divisions: | Past > Institutes > Institute for Future Environments Past > QUT Faculties & Divisions > Science & Engineering Faculty Current > Schools > School of Mathematical Sciences |
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| Funding: | |||
| Copyright Owner: | Consult author(s) regarding copyright matters | ||
| Copyright Statement: | This work is covered by copyright. Unless the document is being made available under a Creative Commons Licence, you must assume that re-use is limited to personal use and that permission from the copyright owner must be obtained for all other uses. If the document is available under a Creative Commons License (or other specified license) then refer to the Licence for details of permitted re-use. It is a condition of access that users recognise and abide by the legal requirements associated with these rights. If you believe that this work infringes copyright please provide details by email to qut.copyright@qut.edu.au | ||
| Deposited On: | 03 Jun 2019 04:01 | ||
| Last Modified: | 12 Mar 2024 16:40 |
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