Price–volume multifractal analysis and its application in Chinese stock markets

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

Engineering, Economics, Finance +11

Multifractal detrended fluctuation analysis of nonstationary time series

Jan W. Kantelhardt, Stephan Zschiegner, Eva Koscielny–Bunde et al. · Physica A Statistical Mechanics and its Applications · 2002 · 3.6K citations · Full text

Computing, Mathematics, Dynamical Systems +11

Empirical properties of asset returns: stylized facts and statistical issues

Rama Cont · Quantitative Finance · 2001 · 3.2K citations

Business, Economics, Finance +16

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations

Social Sciences, Business Economics, Economics +7

Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series

Boris Podobnik, H. Eugene Stanley · Physical Review Letters · 2008 · 1.5K citations · Full text

Computing, Finance, Econometrics +15