Multifractal theory with its applications in data management
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DOI: 10.1007/s10479-014-1599-1
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- Rosella Castellano & Roy Cerqueti & Giulia Rotundo, 2020. "Exploring the financial risk of a temperature index: a fractional integrated approach," Annals of Operations Research, Springer, vol. 284(1), pages 225-242, January.
- Roy Cerqueti & Viviana Fanelli, 2021. "Long memory and crude oil’s price predictability," Annals of Operations Research, Springer, vol. 299(1), pages 895-906, April.
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Keywords
Multifractal theory; Multifractal structure diagnosis ; Tendency analysis; Singularity analysis;All these keywords.
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