Work

Quantitative approach to multifractality induced by correlations and broad distribution of data

Year: 2018

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2018.05.059

Authors: Rafał Rak, Dariusz Grech

Institutions: Institute of Nuclear Physics, Polish Academy of Sciences, University of Rzeszów, University of Wrocław

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Uniwersytet Rzeszowski, Centrum Innowacji i Transferu Wiedzy Techniczno-Przyrodniczej, Uniwersytet Rzeszowski

OpenAlex ID: W2804925475

FWCI: 7.252

Cites: 76

Cited by: 51

Related to: 10