Weighted multifractal analysis of financial time series
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DOI: 10.1007/s11071-016-3187-1
Abstract: In this paper, we propose the weighted multifractal analysis based on variance-weighted partition function (WMA), to evaluate the fractals of nonlinear time series containing amplitude information. The reliability of the proposed WMA is supported by… read more here.
Keywords: multifractal analysis; time series; weighted multifractal; analysis ... See more keywords