Concepedia

The scale-dependent market trend: Empirical evidences using the lagged DFA method

Daye Li, Zhun Kou, Qiankun Sun

Physica A Statistical Mechanics and its Applications · 2015 · 13 citations · 33 references

DOI

Concepts

References

33

The Fractal Geometry of Nature.

Colin Sparrow, B. B. Mandelbrot · Journal of the Royal Statistical Society Series A (General) · 1984 · 14.8K citations

, , +3

Mosaic organization of DNA nucleotides

Chung‐Kang Peng, Sergey V. Buldyrev, Shlomo Havlin et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1994 · 5K citations · Full text

, , +8

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

, , +11

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

, , +17

Long-Term Storage: An Experimental Study.

E. H. Lloyd, H. E. Hurst, Robert P. Black et al. · Journal of the Royal Statistical Society Series A (General) · 1966 · 782 citations

, , +12