Multifractal Analysis of the Algerian Dinar – US Dollar exchange rate
Sami Diaf and Rachid Toumache
Journal of Accounting, Finance and Economics, Vol. 5. No. 1. September 2015. p. 74 – 83

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Goodness of fit assessment for a fractal model of stock markets
M Frezza
Chaos, Solitons & Fractals, 2014, Volume 66, pp 41–50

Fractal Analysis of Financial Time Series Using Fractal Dimension and Pointwise Hölder Exponents
A. Kapecka
Dynamic Econometric Models 2013, Volume 13, pp 107−125

Modelling NASDAQ Series by Sparse Multifractional Brownian Motion
Pierre R.Bertrand, Abdelkader Hamdouni, Samia Khadhraoui
Methodology and Computing in Applied Probability, (23 July 2010), pp. 1-18.  DOI: 10.1007/s11009-010-9188-5
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Pierre R. Bertrand, Abdelkader Hamdouni, Nabiha Haouas, Samia Khadhraui
42èmes Journées de Statistique, 2010
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Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes
Xi-Yuan Qian, Wei-Xing Zhou, and Gao-Feng Gu
Physics A: Statistical Mechanic and Its Applications, 390(23-24), 4388-4395, 2011
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Modified Holder exponents approach to prediction of the USA stock market critical points and crashes
Yu.A Kuperin, R.R. Schastlivtsev
arXiv:0802.4460, 2008.
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Subprime mortgage crisis detection in U.S. foreign exchange rate market by multifractal analysis
Junjun Tang, Jing Wang, Cheng Huang, Guolun Wang, Xiong Wang
ICYCS 2008: The 9th International Conference for Young Computer Scientists, pp 2999-3004, 2008.
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Econophysics approach to the dynamics of the romanian exchange rate ROL-USD
E. I. Scarlat, C. P. Cristescu, C. Stan, A. Preda, M. Mihailescu, L. Preda
UPB Sci. Bull., A, 69, (1), p. 43-56, 2007
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An evolutionary quantum game model of financial market dynamics – Theory and Evidence
Carlos Pedro Gonçalves, Carlos Gonçalves
Social Science Research Network, 2007.
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Resonating models for the electric power market
Carlo Lucheroni
Physical review. E, Statistical, nonlinear, and soft matter physics, vol. 76, 2007.
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Multifractal spectral analysis of the 1987 stock market crash
Cornelis A. Los, Rossitsa Yalamova
International Research Journal of Finance and Economics, 2006.
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Long-term dependence characteristics of European stock indices
Joanna M. Lipka, Cornelis A. Los
EconWPA, 2004.
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Multifractal analysis and local Hoelder exponents approach to detecting stock markets crashes
I.A. Agaev, Yu.A. Kuperin
cond-mat/0407603, 2004
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Pathwise identification of the memory function of a multifractional market model
Sergio Bianchi
International Conference on Stochastic Finance 2004, 2004
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Enhancement of the prediction of actual market prices by modifying the regularity structure of a signal
Lyailya M. Karimova, Yerbol B. Kuandykov
The Application of Econophysics, 2003
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