Multiscale multifractal diffusion entropy analysis of financial time series
- 1 February 2015
- journal article
- Published by Elsevier BV in Physica A: Statistical Mechanics and its Applications
- Vol. 420, 221-228
- https://doi.org/10.1016/j.physa.2014.11.009
Abstract
No abstract availableKeywords
Funding Information
- China National Science (61071142, 61371130, 61473325)
This publication has 24 references indexed in Scilit:
- Scale exponents of blood pressure and heart rate during autonomic blockade as assessed by detrended fluctuation analysisJournal Of Physiology-London, 2011
- Nonadditive entropy: The concept and its useThe European Physical Journal A, 2009
- The world according to Rényi: thermodynamics of multifractal systemsAnnals of Physics, 2004
- Effect of nonstationarities on detrended fluctuation analysisPhysical Review E, 2002
- Entropic nonextensivity: a possible measure of complexityChaos, Solitons, and Fractals, 2002
- Effect of trends on detrended fluctuation analysisPhysical Review E, 2001
- Deviations from uniform power law scaling in nonstationary time seriesPhysical Review E, 1997
- Generalized cutoff rates and Renyi's information measuresIEEE Transactions on Information Theory, 1995
- Mosaic organization of DNA nucleotidesPhysical Review E, 1994
- Wavelets and multifractal formalism for singular signals: Application to turbulence dataPhysical Review Letters, 1991