Results 41 to 50 of about 22,124,812 (200)

Evidence of multifractality from emerging European stock markets.

PLoS ONE, 2012
We test for the presence of multifractality in the daily returns of the three most important stock market indices from Central and Eastern Europe, Czech PX, Hungarian BUX and Polish WIG using the Empirical Mode Decomposition based Multifractal Detrended ...
Petre Caraiani
doaj   +1 more source

Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak

International Journal of Financial Studies, 2020
This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020.
Faheem Aslam, Wahbeeah Mohti, Paulo Ferreira   +2 more
doaj   +1 more source

Discerning Xylella fastidiosa-Infected Olive Orchards in the Time Series of MODIS Terra Satellite Evapotranspiration Data by Using the Fisher–Shannon Analysis and the Multifractal Detrended Fluctuation Analysis

Fractal and Fractional, 2023
Xylella fastidiosa is a phytobacterium able to provoke severe diseases in many species. When it infects olive trees, it induces the olive quick decline syndrome that leads the tree to a rapid desiccation and then to the death.
Luciano Telesca, Nicodemo Abate, Farid Faridani, Michele Lovallo, Rosa Lasaponara   +4 more
doaj   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Long‐Range Dependence, Multifractality, and Trends of Drought Across Multiple Accumulation Periods in Türkiye Derived From SPEI

Atmospheric Science Letters, Volume 27, Issue 9, September 2026.
The persistence and complexity analyses suggested a gradual change in drought dynamics with increasing time scales. The DFA scaling exponent (α) increased from 0.49 to 1.23, indicating a tendency toward greater temporal persistence at longer accumulation periods.
Mehmet Ali Çelik
wiley   +1 more source

Investigating Stress During a Virtual Reality Game Through Fractal and Multifractal Analysis of Heart Rate Variability

Applied System Innovation
This article presents the process of creating a virtual reality (VR) game designed to assess the impact of stress on heart rate variability (HRV). The game features dynamic and challenging scenarios to induce stress responses, incorporating advanced 3D ...
Penio Lebamovski, Evgeniya Gospodinova
doaj   +1 more source

Wavelet‐Based Hurst Exponent Estimation

WIREs Computational Statistics, Volume 18, Issue 3, September 2026.
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa, Fabrizio Ruggeri, Brani Vidakovic   +2 more
wiley   +1 more source

Multifractal variability in geoelectrical signals and correlations with seismicity: a study case in southern Italy [PDF]

Natural Hazards and Earth System Sciences, 2005
Multifractal fluctuations in the time dynamics of geoelectrical data, recorded in a seismic area of southern Italy, have been revealed using the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary
L. Telesca, G. Colangelo, V. Lapenna
doaj  

Nonlinear Analysis of the U.S. Stock Market: From the Perspective of Multifractal Properties and Cross-Correlations with Comparisons

Fractal and Fractional
This study investigates the multifractal properties of daily returns of the Standard and Poor’s 500 Index (SPX), the Dow Jones Industrial Average (DJI), and the Nasdaq Composite Index (IXIC), the three main indices representing the U.S.
Chenyu Han, Yingying Xu
doaj   +1 more source

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, Volume 42, Issue 3, Page 869-885, Summer 2026.
ABSTRACT The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source