Results 71 to 80 of about 3,883 (207)

Multifractal Features and Dynamical Thresholds of Temperature Extremes in Bangladesh

Fractal and Fractional, 2023
Multifractal detrended fluctuation analysis (DFA) can extract multi-scaling behavior and measure long-range correlations in climatic time series. In this study, with the help of multifractal DFA, we investigated the scaling behavior of daily minimum ...
Anxin Liu, Zhihua Zhang, M. James C. Crabbe, Lipon Chandra Das   +3 more
doaj   +1 more source

Long-range memory and multifractality in gold markets

, 2015
Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied.
Mali, Provash, Mukhopadhyay, Amitabha
core   +1 more source

Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation

International Journal of Finance &Economics, Volume 30, Issue 3, Page 2981-3002, July 2025.
ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz, Salha Ben Salem, Azza Bejaoui, Ahmed Jeribi   +3 more
wiley   +1 more source

Directional Variations in Tidal Flow Multifractality and Intermittency

Journal of Geophysical Research: Oceans, Volume 130, Issue 6, June 2025.
Abstract We explored distinct directional variations of multifractal and intermittent characteristics of ebb and flood flow velocities at nodule point, WA, tidal energy site, and complementary inspection on the East River, NY using scaling exponents of the structure function, distribution flatness, detrending moving average (DMA) analysis, multifractal
Shyuan Cheng, Vincent S. Neary, Leonardo P. Chamorro   +2 more
wiley   +1 more source

Time-Varying Fractal Analysis of Exchange Rates

Chaos Theory and Applications, 2023
The foreign exchange (forex) market is a dynamic and complex financial arena where the exchange rates of various currency pairs fluctuate continuously. Among these currency pairs, EUR/TRY and USD/TRY hold significant economic relevance due to their roles
Baki Ünal
doaj   +1 more source

Multifractality of river runoff and precipitation: Comparison of fluctuation analysis and wavelet methods

, 2003
We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima technique and ...
Arneodo, Feder, Hurst, Hurst, Kantelhardt, Koscielny-Bunde, Mandelbrot, Matsoukas, Muzy, Pandey, Tessier, Weber   +11 more
core   +1 more source

Joint multiscale dynamics in soil–vegetation–atmosphere systems: Multifractal cross‐correlation analysis of arid and semiarid rangelands

Vadose Zone Journal, Volume 24, Issue 1, January/February 2025.
Abstract Understanding the dynamics of the soil–vegetation–atmosphere (SVA) system, particularly in arid and semiarid regions, remains challenging due to its intricate and interdependent nature. This system creates problems for rangeland administration, such as insurance and risk management. This paper focuses on the complex interactions within the SVA
Ernesto Sanz, Andrés F. Almeida‐Ñaulay, Carlos G. H. Díaz‐Ambrona, Sergio Zubelzu Mínguez, Ana M. Tarquis   +4 more
wiley   +1 more source

Numerical analysis of the morphological and phase changes in the TiN/Al₂O₃ coating under high current electron beam modification

Condensed Matter Physics, 2013
The modification of the surface structure of the hybrid coating TiN/Al2O3 with a low-energy high-current electron beam (NCEB) is performed. The surface roughness is considered as a function of beam current.
A.D. Pogrebnjak, V.N. Borisyuk, A.A. Bagdasaryan   +2 more
doaj   +1 more source

Memory effect and multifractality of cross-correlations in financial markets

, 2010
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average instantaneous cross ...
Bonanno, Bouchaud, Challet, Conlon, Cont, Coronnello, Eguiluz, Eom, Eryigit, Garas, Ghashghaie, Giardina, Gopikrishnan, Guang Chen, Halsey, Ivanov, Jiang, Jiang, Kantelhardt, Kullmann, Laloux, Li-Xin Zhong, Liu, Lux, Mantegna, Mantegna, Mantegna, Peng, Peng, Plerou, Plerou, Plerou, Plerou, Podobnik, Podobnik, Podobnik, Podobnik, Podobnik, Qiu, Qiu, Qiu, Qiu, Qiu, Ren, Ren, Ren, Roehner, Roehner, Rosenow, Shen, Shen, Stanley, Stauffer, Tian Qiu, Tumminello, Tumminello, Tóth, Utsugi, Wei, Xiao-Wei Lei, Zhou, Zhou, Zunino   +62 more
core   +1 more source

Multifractal detrended fluctuation analysis of Pannonian earthquake magnitude series [PDF]

Physica A: Statistical Mechanics and its Applications, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Telesca L, Toth L
openaire   +4 more sources