Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents
Work
Year: 2017
Type: article
Source: Physica D Nonlinear Phenomena
Author Christopher Keylock
Institutions Imperial College London, University of Sheffield
Cites: 63
Cited by: 7
Related to: 10
FWCI: 1.788
Citation percentile (by year/subfield): 80.59
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: green
Grant ID EP/K007688/1