On the properties of random multiplicative measures with the multipliers exponentially distributed
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DOI: 10.1016/S0378-4371(01)00115-7
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Cited by:
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2007. "Scale invariant distribution and multifractality of volatility multipliers in stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 381(C), pages 343-350.
- Zhou, Weijie & Dang, Yaoguo & Gu, Rongbao, 2013. "Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1429-1438.
- Wang, Yudong & Wu, Chongfeng & Pan, Zhiyuan, 2011. "Multifractal detrending moving average analysis on the US Dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3512-3523.
- Wang, Yudong & Wei, Yu & Wu, Chongfeng, 2011. "Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 864-875.
- Zhou, Wei-Xing & Sornette, Didier, 2009. "Numerical investigations of discrete scale invariance in fractals and multifractal measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(13), pages 2623-2639.
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Keywords
Random multifractals; Exponential distribution; Classification; Branching; Phase diagram;All these keywords.
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