Results 71 to 80 of about 7,126 (197)
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 +3 more
wiley +1 more source
On Tail Dependence and Multifractality
Mathematics, 2020 We study whether, and if yes then how, a varying auto-correlation structure in different parts of distributions is reflected in the multifractal properties of a dynamic process.
Krenar Avdulaj, Ladislav Kristoufek
doaj +1 more source
Master Operators Govern Multifractality in Percolation
, 2000 Using renormalization group methods we study multifractality in percolation at the instance of noisy random resistor networks. We introduce the concept of master operators.
Amit D. J. +14 more
core +2 more sources
Approaching Multifractal Complexity in Decentralized Cryptocurrency Trading
Fractal and FractionalMultifractality is a concept that helps compactly grasp the most essential features of financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid cryptocurrencies traded on ...
Marcin Wątorek +4 more
doaj +1 more source
Long Range Correlation in Vegetation Over West Africa From 1982 to 2011
IEEE Access, 2019 Satellite-derived Normalized Difference Vegetation index (NDVI) data records offer important sources for long term correlation modelling over West Africa.
Tertsea Igbawua +3 more
doaj +1 more source
Fractal and Fractional, 2023 Triggered by COVID-19, one of the most dramatic crashes in the stock market in history occurred in March 2020. The sharp reductions in NASDAQ insurance stock indexes were observed after the occurrence of COVID-19 and in March 2020.
Xing Li, Fang Su
doaj +1 more source
MULTIFRACTAL SEGMENTATION OF IMAGES [PDF]
Fractals, 1994 We propose a multifractal approach to the problem of image analysis. We show that an alternative description of images, based on a multifractal characterization, can be used instead of the classical approach that involves smoothing of the discrete data in order to compute local extrema.
Lévy Véhel, Jacques, Mignot, Pascal
openaire +2 more sources
Diagnosing Disease with Multifractality
Reports in Advances of Physical Sciences, 2022 The resting activity of the heart, without external sensory input, has provided novel information on the interactions that occur between biological and entropic systems in the body.
Sage Copling
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Natural Sciences, Volume 6, Issue 2, April 2026.v. Weizsäcker and Heisenberg began their turbulence collaboration in 1945 while still quarantined at Farm Hall. Their papers were submitted separately in 1946 from Göttingen. v. Weizsäcker had derived the 5/3 law for dissipation while using dimensional analysis in real space.
Joseph L. McCauley
wiley +1 more source
Understanding emerging properties through multi-scaling nature in the financial market
Frontiers in PhysicsMultifractality in financial time series has been extensively reported as a potential signature of complex market dynamics, with implications for risk management, market efficiency, and extreme event prediction.
Changhee Cho +5 more
doaj +1 more source