搜索结果: 1-1 共查到“管理学 multifractality”相关记录1条 . 查询时间(0.04 秒)
Understanding the source of multifractality in financial markets
Understanding source multifractality financial markets
2012/3/2
In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting di...