Article ID Journal Published Year Pages File Type
7382986 Physica A: Statistical Mechanics and its Applications 2011 13 Pages PDF
Abstract
► Emergence of k−3 behavior through wavelet transforms. ► Non-Gaussian and multi-fractality of the financial time series. ► Identification of short unstable periodic orbits in fluctuations. ► Identification of multi-scale phase relation between equities.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
Preview
Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series
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