Phase and multifractality analyses of random price time series by finite-range interacting biased voter system
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- 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).
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More about this item
KeywordsStatistical analysis; Interacting biased voter model ; Financial price process; Phase analysis; Multifractality; Empirical mode decomposition;
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