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Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations

  1. 1.
    SYSNO0364573
    TitleMultifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations
    Author(s) Krištoufek, Ladislav (UTIA-B) [E] RID, ORCID
    Source Title EPL : Europhysics Letters. Roč. 95, č. 6 (2011), 68001/1-68001/6. - : Institute of Physics Publishing
    Document TypeČlánek v odborném periodiku
    Grant GA402/09/0965 GA ČR - Czech Science Foundation (CSF)
    GD402/09/H045 GA ČR - Czech Science Foundation (CSF)
    118310, CZ - Czech Republic
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryGB
    Keywords cross-correlations * multifractality
    URL http://library.utia.cas.cz/separaty/2011/E/kristoufek-0364573.pdf
    Permanent Linkhttp://hdl.handle.net/11104/0200024
     
Number of the records: 1  

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