Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
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DOI: 10.1007/s00180-014-0479-0
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Cited by:
- Wang, Jie & Wang, Jun, 2020. "Cross-correlation complexity and synchronization of the financial time series on Potts dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
- Zhang, Bo & Wang, Jun & Fang, Wen, 2015. "Volatility behavior of visibility graph EMD financial time series from Ising interacting system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 301-314.
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Keywords
Statistical analysis; Interacting biased voter model ; Financial price process; Phase analysis; Multifractality; Empirical mode decomposition;Statistics
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