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- W2367518782 abstract "We considered a logarithmic returns process based on Ising model and mean field approximation.By adjusting parameters,we get the simulated returns of the dynamic systems by using mathematical soft Matlab and Monte Carlo simulatiomarket have similar statistical properties,such as fat-tail behavior.By comparing the multifractal detrended fluctuation analysis(MFDFA) results for original series with those for shuffled series,we can make a conclusion that multifractality of the returns both due to a broad probability density function and long-range correlations." @default.
- W2367518782 created "2016-06-24" @default.
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- W2367518782 date "2011-01-01" @default.
- W2367518782 modified "2023-09-22" @default.
- W2367518782 title "Simulation and multifractal analysis by stochastic Ising dynamic systems for returns" @default.
- W2367518782 hasPublicationYear "2011" @default.
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