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- W2058906842 abstract "Recent developments in microcanonical multifractal formalism have lead to a sensible improvement in the numerical techniques for the determination of the multifractal characteristics of real signals. With the aid of these techniques, we have found empirical evidence of a common multifractal signature in six very different systems, ranging from stock market time series to sea surface temperature records. These systems are not only found to be multifractal, but their singularity spectra are coincident. We propose an explanation of this striking coincidence in terms of a cascade process and analyze its consequences." @default.
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- W2058906842 date "2009-05-01" @default.
- W2058906842 modified "2023-09-28" @default.
- W2058906842 title "Empirical evidences of a common multifractal signature in economic, biological and physical systems" @default.
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- W2058906842 doi "https://doi.org/10.1016/j.physa.2009.01.041" @default.
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