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Forecasting market risk of portfolios: copula-Markov switching multifractal appr
1 个回复 - 193 次查看【作者(必填)】 2323 【文题(必填)】 Forecasting market risk of portfolios: copula-Markov switching multifractal approach 【年份(必填)】 233 【全文链接或数据库名称(选填)】https://www.tandfonline.c ...2024-1-29 20:50 - internet.hzx - 求助成功区

The high frequency multifractal properties of Bitcoin
0 个回复 - 515 次查看 The high frequency multifractal properties of Bitcoin 是一篇对于证券市场比特币数据分析的多尺度分析综述。2022-7-13 08:39 - psw123 - 新手入门区

Dynamic evolution of sentiments in Never Let Me Go: Insights from multifractal t
3 个回复 - 583 次查看【作者(必填)】 Qiyue Hu, Bin Liu, Mads Rosendahl Thomsen, Jianbo Gao, Kristoffer L Nielbo 【文题(必填)】 Dynamic evolution of sentiments in Never Let Me Go: Insights from multifractal t 【年份(必填 ...2020-6-30 17:49 - 三世相思2013 - 求助成功区

Fractality and Multifractality Analysis of News Sentiments Time Series
5 个回复 - 800 次查看【作者(必填)】 Sidorov, Sergei; Faizliev, Alexey; Balash, Vladimir[/backcolor] 【文题(必填)】Fractality and Multifractality Analysis of News Sentiments Time Series 【年份(必填)】2018 【全文链接 ...2019-8-20 18:00 - 三世相思2013 - 求助成功区

求 Antifragile: Things That Gain from Disorder
3 个回复 - 2148 次查看作者： Taleb Nassim Nicholas2013-7-18 14:53 - 未了情 - 求助成功区

Price–volume multifractal analysis and its application in Chinese stock markets
3 个回复 - 970 次查看【作者(必填)】 Y yuan 【文题(必填)】 Price–volume multifractal analysis and its application in Chinese stock markets【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://www.sciencedirect.com ...2014-3-29 21:30 - qijiongli - 求助成功区

反脆弱（Antifragile : things that gain from disorder）
5 个回复 - 5447 次查看一本关于不确定世界指南的书。2017-3-25 14:23 - howiewong - 金融学（理论版）

《反脆弱:从不确定性中受益》 Antifragile - Nassim Taleb (黑天鹅对冲基金经理)
3 个回复 - 2845 次查看为什么这个世界上最稳定的国家其实没有政府？为什么负债对你不好，以及为什么我们通常所说的“效率”根本缺乏就是效率？为什么政府和社会政策保护强者，却伤害弱者？为什么你应该在还没入职之前，就应该写好辞职信？ ...2016-8-31 04:59 - changhugo1 - 金融学（理论版）

100论坛币求人大经济论坛multifractal financial markets: an alternative approach z
5 个回复 - 996 次查看【作者Yasmine Hayek Kobeissi】【Multifractal Financial Markets 】【2012】【全文链接或数据库名称(选填)】2014-4-5 20:27 - syb1800 - 文献求助专区

【独家发布】Antifragile_ Things That Gain From Disor - Nassim Nicholas Taleb
7 个回复 - 2568 次查看 2014-3-6 10:44 - kyz0503 - 休闲灌水

正版电子书multifractal volatility
5 个回复 - 1124 次查看正版电子书multifractal volatility: theory, forecasting and pricing2019-4-21 10:09 - Naodaihuang - 量化投资

A short-time multifractal approach for arrhythmia detection based on fuzzy ..
0 个回复 - 407 次查看摘要：The authors have proposed the notion of short-time multifractality and used it to develop a novel approach for arrhythmia detection. Cardiac rhythms are ch...原文链接:http://ieeexplore.ieee.org/ ...2018-1-17 07:30 - 论文库 - 人工智能论文版

China’s Antifragile Ambitions
5 个回复 - 2565 次查看 China has once again reached a crossroads on its journeytoward inclusive, sustainable prosperity. At the Chinese Communist Party’scongress in November, the new leadership was tasked with plotting ...2013-1-17 01:40 - gongtianyu - 真实世界经济学(含财经时事)

求文献A note on approximation to multifractional Brownian motion
1 个回复 - 779 次查看【作者(必填)】HongShuai Dai, YuQiang Li 【文题(必填)】A note on approximation to multifractional Brownian motion 【年份(必填)】Date: 11 Aug 2011 【全文链接或数据库名称(选填)】 Science China Ma ...2015-5-5 21:34 - 地下爆菊 - 求助成功区

sciencedirect:Multifractal detrended cross-correlation analysis of the oil-depen
1 个回复 - 1136 次查看【作者(必填)】 yang c x 【文题(必填)】 Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock market ...2014-7-8 23:56 - qijiongli - 求助成功区

Fat tails, long-range correlations and multifractality as emergent properties in
1 个回复 - 1097 次查看【作者(必填)】 . S. Passos1, C. M. Nascimento2, Iram Gleria1, Sergio da Silva3 and G. M. Viswanathan1,4 【文题(必填)】 Fat tails, long-range correlations and multifractality as emergent properties ...2014-5-27 19:56 - qijiongli - 求助成功区

Hilbert–Huang Transform based multifractal analysis of China stock market
1 个回复 - 577 次查看【作者(必填)】 Muyi Lia, , Yongxiang Huangb, , , 【文题(必填)】 Hilbert–Huang Transform based multifractal analysis of China stock market【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://w ...2014-5-5 18:59 - qijiongli - 求助成功区

Multifractal analysis of SSEC in Chinese stock market: A different empirical res
1 个回复 - 621 次查看【作者(必填)】 wei y 【文题(必填)】 Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index【年份(必填)】 2005 【全文链接或数据库名称(选填)】http: ...2014-3-30 19:57 - qijiongli - 求助成功区

Modelling financial time series using multifractal random walks
1 个回复 - 818 次查看【作者(必填)】 E. Bacrya, , J. Delourb, J.F. Muzyb, c 【文题(必填)】 Modelling financial time series using multifractal random walks【年份(必填)】 2001 【全文链接或数据库名称(选填)】http://www.sc ...2014-3-30 19:08 - qijiongli - 求助成功区

Asymmetric multifractal scaling behavior in the Chinese stock market: Based on a
1 个回复 - 690 次查看【作者(必填)】 Guangxi Caoa, b, c, , , , Jie Caoa, Longbing Xuc 【文题(必填)】 Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA【年份(必填)】 2013 ...2014-3-29 21:25 - qijiongli - 求助成功区

Measuring multifractality of stock price fluctuation using multifractal detrende
1 个回复 - 699 次查看【作者(必填)】 y yuan 【文题(必填)】 Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis【年份(必填)】 2009 【全文链接或数据库名称(选填)】http: ...2014-3-29 23:06 - qijiongli - 求助成功区

Multifractal analysis of stock exchange crashes
1 个回复 - 599 次查看【作者(必填)】 soikois 【文题(必填)】 Multifractal analysis of stock exchange crashes 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S03784371 ...2014-3-29 22:56 - qijiongli - 求助成功区

Multifractal detrended fluctuation analysis of sheep livestock prices in origin
1 个回复 - 613 次查看【作者(必填)】 P. Pavón-Domínguez, S. Serrano, F.J. Jiménez-Hornero, J.E. Jiménez-Hornero, E. Gutiérrez de Ravé, A.B. Ariza-Villaverde 【文题(必填)】 Multifractal detrended fluctuation analys ...2014-3-29 22:40 - qijiongli - 求助成功区

Efficiency and multifractality analysis of CSI 300 based on multifractal detrend
1 个回复 - 578 次查看【作者(必填)】 wj zhou 【文题(必填)】 Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm【年份(必填)】 2013 【全文链接或数据库名称(选填) ...2014-3-29 22:21 - qijiongli - 求助成功区

Is the efficiency of stock market correlated with multifractality? An evidence f
1 个回复 - 607 次查看【作者(必填)】 rb gu 【文题(必填)】 Is the efficiency of stock market correlated with multifractality? An evidence from the Shanghai stock market 【年份(必填)】 2013 【全文链接或数据库名称(选填) ...2014-3-29 22:25 - qijiongli - 求助成功区

Multifractality of sectoral price indices: Hurst signature analysis of Cantillon
1 个回复 - 606 次查看【作者(必填)】 muligan 【文题(必填)】 Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets 【年份(必填)】 2014 【全文链接或数 ...2014-3-29 22:07 - qijiongli - 求助成功区

Hilbert–Huang Transform based multifractal analysis of China stock market
1 个回复 - 786 次查看【作者(必填)】 my li 【文题(必填)】 Hilbert–Huang Transform based multifractal analysis of China stock market【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/scienc ...2014-3-29 21:19 - qijiongli - 求助成功区

Multifractal detrended cross-correlation analysis between the Chinese stock mark
1 个回复 - 564 次查看【作者(必填)】 Feng Ma, Yu Wei, Dengshi Huang 【文题(必填)】 Multifractal detrended cross-correlation analysis between the Chinesestock market and surrounding stock markets 【年份(必填)】 2013 ...2014-3-29 21:14 - qijiongli - 求助成功区

Detrended cross-correlation analysis approach for assessing asymmetric multifrac
1 个回复 - 619 次查看【作者(必填)】 He linyun 【文题(必填)】 Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to theChinese financia ...2014-3-29 21:03 - qijiongli - 求助成功区

Multifractal cross-correlation spectra analysis on Chinese stock markets
1 个回复 - 578 次查看【作者(必填)】 zhao xiaojun 【文题(必填)】 Multifractal cross-correlation spectra analysis on Chinese stock markets【年份(必填)】 2014 【全文链接或数据库名称(选填)】 http://www.sciencedirect.co ...2014-3-29 21:00 - qijiongli - 求助成功区

Multifractal detrended fluctuation analysis of the Chinese stock index futures m
1 个回复 - 812 次查看【作者(必填)】 xs lu 【文题(必填)】 Multifractal detrended fluctuation analysis of the Chinese stock index futures market【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sciencedirect ...2014-3-29 21:37 - qijiongli - 求助成功区

A multifractal detrended fluctuation analysis (MDFA) of the Chinese growth enter
1 个回复 - 1022 次查看【作者(必填)】 h wang 【文题(必填)】 A multifractal detrended fluctuation analysis (MDFA) of the Chinesegrowth enterprise market (GEM) 【年份(必填)】 2012 【全文链接或数据库名称(选填)】http://w ...2014-3-29 21:40 - qijiongli - 求助成功区

Multifractal detrended cross-correlation analysis of carbon and crude oil market
1 个回复 - 661 次查看【作者(必填)】 Xiaoyang Zhuang, , Yu Wei, , Bangzheng Zhang 【文题(必填)】 Multifractal detrended cross-correlation analysis of carbon and crude oil markets【年份(必填)】２０１４【全文链接或数据 ...2014-1-13 16:46 - qijiongli - 求助成功区

Empirical method to measure stochasticity and multifractality in nonlinear time
1 个回复 - 952 次查看【作者(必填)】 Chih-Hao Lin1,2, Chia-Seng Chang1,2, and Sai-Ping Li2 【文题(必填)】 Empirical method to measure stochasticity and multifractality in nonlinear time series【年份(必填)】 2013 【全文 ...2014-1-1 18:54 - qijiongli - 求助成功区

Scale, Scaling and Multifractals in Geophysics: Twenty Years on
1 个回复 - 770 次查看【作者(必填)】Shaun Lovejoy, Daniel Schertzer 【文题(必填)】Scale, Scaling and Multifractals in Geophysics: Twenty Years on 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://link.springer ...2013-11-5 21:41 - sfy1990 - 求助成功区

Multifractal financial markets: An alternatice approach to asset and risk manage
6 个回复 - 1630 次查看【作者(必填)】hayek kobeissi, yasmine[/backcolor] 【文题(必填)】Multifractal financial markets: An alternatice approach to asset and risk management 【年份(必填)】2013, 2013, XVIII, 128 p. 25 il ...2012-12-17 20:56 - fujh02 - 求助成功区

Multifractal behavior of wild-land and forest fire time series in Brazil
1 个回复 - 702 次查看【作者(必填)】Ｒ．Ｂ．　Bernici- 【文题(必填)】 Multifractal behavior of wild-land and forest fire time series in Brazil【年份(必填)】２０１３【全文链接或数据库名称(选填)】http://www.sciencedi ...2013-9-29 17:46 - qijiongli - 求助成功区

Multifractal detrended cross-correlation analysis in the MENA area
1 个回复 - 746 次查看【作者(必填)】 Marwane El Alaoui, , Saad Benbachir 【文题(必填)】 Multifractal detrended cross-correlation analysis in the MENA area【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://www.sc ...2013-9-29 17:18 - qijiongli - 求助成功区

A Markov-switching Multifractal Approach to Forecasting Realized Volatility
4 个回复 - 1839 次查看 The volatility specification of the Markov-switching Multifractal (MSM) model is proposed as an alternative mechanism for realized volatility (RV). We estimate the RV-MSM model via Generalized Metho ...2012-9-4 10:22 - yangke74 - 计量经济学与统计软件

Multifractal Volatility外文求助
1 个回复 - 986 次查看【作者(必填)】 Laurent E. Calvet 【文题(必填)】 Multifractal Volatility: Theory, Forecasting and Pricing 【年份(必填)】 Publication Date: September 16, 2008 | ISBN-10: 0121500136 | ISBN-13: 978- ...2012-7-20 10:58 - andyhwang512 - 求助成功区

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