Results 101 to 110 of about 10,422 (231)

Carbon Market Efficiency and Economic Policy Uncertainty: Evidence from a TVP‐VAR Model

Discrete Dynamics in Nature and Society, Volume 2024, Issue 1, 2024.
This paper examines the dynamic linkages among economic policy uncertainty (EPU), the green bond market, the carbon market, and the macroeconomy using the time‐varying parameter vector autoregressive (TVP‐VAR) model with monthly data spanning from January 2016 to December 2021.
Min Liu, Rong Huang, Yang Lu, Fabio Tramontana   +3 more
wiley   +1 more source

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis

, 2019
This study examines high-frequency asymmetric multifractality, long memory, and weak-form efficiency for two major cryptocurrencies, namely, Bitcoin (BTC) and Ethereum (ETH), using the asymmetric multifractal detrended fluctuation analysis method to ...
Walid Mensi, Yun-Jung Lee, K. Al-Yahyaee, A. Şensoy, Seong‐Min Yoon   +4 more
semanticscholar   +1 more source

Multifractal analysis of Bitcoin price dynamics

Journal of Business Economics and Management
This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in financial variables, including Bitcoin prices and economic indicators.
Cristian Bucur, Bogdan-George Tudorică, Adela Bâra, Simona-Vasilica Oprea   +3 more
doaj   +1 more source

Multifractal characteristics of external anal sphincter based on sEMG signals

, 2017
This work presents the application of Multifractal Detrended Fluctuation Analysis for the surface electromyography signals obtained from the patients suffering from rectal cancer.
Machura, Lukasz, Nowakowski, Michal, Trybek, Paulina   +2 more
core   +1 more source

Scaling and memory in the non-poisson process of limit order cancelation

, 2009
The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying the statistical properties of inter-cancelation durations
Alessio, Arianos, Bartiromo, Bashan, Biais, Bogachev, Bogachev, Bogachev, Bouchaud, Carbone, Carbone, Chen, Chen, Daniels, de Souza, Diamand, Dufour, Easley, Eisler, Eisler, Engle, Engle, Farmer, Fei Ren, Gao-Feng Gu, Gopikrishnan, Gu, Gu, Gu, Gu, Gu, Gu, Hu, Ivanov, Jiang, Jiang, Jung, Kaizoji, Kantelhardt, Kantelhardt, Kim, Kim, Lee, Lee, Lillo, Lillo, Mainardi, Maskawa, Maslov, Masoliver, Masoliver, Mike, Mu, Osorio, Peng, Plerou, Plerou, Plerou, Plerou, Politi, Potters, Qiu, Qiu, Queiros, Queiros, Raberto, Ranaldo, Ren, Ren, Ren, Rácz, Sabatelli, Sazuka, Scalas, Scalas, Scalas, Scalas, Tsallis, Tsallis, Vodenska-Chitkushev, Wang, Wang, Wang, Wei Chen, Wei-Xing Zhou, Xiao-Hui Ni, Xu, Yamasaki, Yamasaki, Yoon, Zhi-Qiang Jiang, Zovko   +91 more
core   +1 more source

Detection of Gate Valve Leaks through the Analysis Fractal Characteristics of Acoustic Signal

Fractal and Fractional
This paper considers the possibility of using monofractal and multifractal analysis of acoustic signals to detect water leaks through gate valves. Detrended fluctuation analysis (DFA) and multifractal detrended fluctuation analysis (MF-DFA) were used ...
Ayrat Zagretdinov, Shamil Ziganshin, Eugenia Izmailova, Yuri Vankov, Ilya Klyukin, Roman Alexandrov   +5 more
doaj   +1 more source

Multifractal Characterization of Protein Contact Networks

, 2014
The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series.
Giuliani, Alessandro, Livi, Lorenzo, Maiorino, Enrico, Rizzi, Antonello, Sadeghian, Alireza   +4 more
core   +1 more source

UNDERSTANDING ASIAN EMERGING STOCK MARKETS

Buletin Ekonomi Moneter dan Perbankan, 2019
We use a three-step process employing multifractal detrended fluctuation analysis to study time-varying changes in the volatility and efficiency of Asian emerging equity markets.
Shaista Arshad, Syed Aun Raza Rizvi, Omair Haroon   +2 more
doaj   +1 more source

Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence

, 2008
We study the statistical properties of return intervals $r$ between successive energy dissipation rates above a certain threshold $Q$ in three-dimensional fully developed turbulence.
Chuang Liu, Fei Ren, J. W. Lee, K. Y. Kondratyev, U. Frisch, Wei-Xing Zhou, Zhi-Qiang Jiang   +6 more
core   +1 more source

Fault Diagnosis of Gearbox based on Multifractal Detrended Cross- correlation Analysis

Jixie chuandong, 2016
The multifractal detrended fluctuation analysis（ MFDFA） is developed only for processing one- dimension time series. Consequently,when applied to analyze complex vibration data from a defective gearbox,the MFDFA frequently produces poor results due to ...
Lin Jinshan, Dou Chunhong, Zhang Ni
doaj