Matches in SemOpenAlex for { <https://semopenalex.org/work/W3103696671> ?p ?o ?g. }
- W3103696671 endingPage "103020" @default.
- W3103696671 startingPage "103020" @default.
- W3103696671 abstract "Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only one moment order. We study the joint multifractal analysis based on partition function with two moment orders, which was initially invented to investigate fluid fields, and derive analytically several important properties. We apply the method numerically to binomial measures with multifractal cross correlations and bivariate fractional Brownian motions without multifractal cross correlations. For binomial multifractal measures, the explicit expressions of mass function, singularity strength and multifractal spectrum of the cross correlations are derived, which agree excellently with the numerical results. We also apply the method to stock market indexes and unveil intriguing multifractality in the cross correlations of index volatilities." @default.
- W3103696671 created "2020-11-23" @default.
- W3103696671 creator A5053775191 @default.
- W3103696671 creator A5061944773 @default.
- W3103696671 creator A5074602607 @default.
- W3103696671 creator A5075151504 @default.
- W3103696671 creator A5075941726 @default.
- W3103696671 date "2015-10-12" @default.
- W3103696671 modified "2023-10-18" @default.
- W3103696671 title "Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application" @default.
- W3103696671 cites W1184451806 @default.
- W3103696671 cites W1562608595 @default.
- W3103696671 cites W1966287414 @default.
- W3103696671 cites W1966656873 @default.
- W3103696671 cites W1973072331 @default.
- W3103696671 cites W1973690727 @default.
- W3103696671 cites W1975839788 @default.
- W3103696671 cites W1975844205 @default.
- W3103696671 cites W1981328240 @default.
- W3103696671 cites W1985960978 @default.
- W3103696671 cites W1991038884 @default.
- W3103696671 cites W1994529101 @default.
- W3103696671 cites W1996143601 @default.
- W3103696671 cites W1997278132 @default.
- W3103696671 cites W1998445063 @default.
- W3103696671 cites W2001026352 @default.
- W3103696671 cites W2002244603 @default.
- W3103696671 cites W2003677026 @default.
- W3103696671 cites W2008894016 @default.
- W3103696671 cites W2009114043 @default.
- W3103696671 cites W2009790801 @default.
- W3103696671 cites W2011005041 @default.
- W3103696671 cites W2014566738 @default.
- W3103696671 cites W2017032475 @default.
- W3103696671 cites W2017757988 @default.
- W3103696671 cites W2017821362 @default.
- W3103696671 cites W2018509194 @default.
- W3103696671 cites W2026623386 @default.
- W3103696671 cites W2030058710 @default.
- W3103696671 cites W2033750748 @default.
- W3103696671 cites W2036196013 @default.
- W3103696671 cites W2038978926 @default.
- W3103696671 cites W2039497966 @default.
- W3103696671 cites W2042674197 @default.
- W3103696671 cites W2045220091 @default.
- W3103696671 cites W2046969942 @default.
- W3103696671 cites W2049359114 @default.
- W3103696671 cites W2049404332 @default.
- W3103696671 cites W2052142526 @default.
- W3103696671 cites W2058312009 @default.
- W3103696671 cites W2059656582 @default.
- W3103696671 cites W2060382171 @default.
- W3103696671 cites W2061550223 @default.
- W3103696671 cites W2061705762 @default.
- W3103696671 cites W2066015882 @default.
- W3103696671 cites W2071602085 @default.
- W3103696671 cites W2085874063 @default.
- W3103696671 cites W2087829439 @default.
- W3103696671 cites W2088510049 @default.
- W3103696671 cites W2089409887 @default.
- W3103696671 cites W2090605654 @default.
- W3103696671 cites W2090835222 @default.
- W3103696671 cites W2103484453 @default.
- W3103696671 cites W2111475001 @default.
- W3103696671 cites W2141837551 @default.
- W3103696671 cites W2143392227 @default.
- W3103696671 cites W2145140171 @default.
- W3103696671 cites W2145500502 @default.
- W3103696671 cites W2149093093 @default.
- W3103696671 cites W2149976212 @default.
- W3103696671 cites W2157702779 @default.
- W3103696671 cites W2159652025 @default.
- W3103696671 cites W2162804204 @default.
- W3103696671 cites W2163023161 @default.
- W3103696671 cites W2164688047 @default.
- W3103696671 cites W2167152947 @default.
- W3103696671 cites W2168902681 @default.
- W3103696671 cites W2169581378 @default.
- W3103696671 cites W2964745319 @default.
- W3103696671 cites W3099429938 @default.
- W3103696671 cites W3101912922 @default.
- W3103696671 cites W3103919528 @default.
- W3103696671 cites W4294183471 @default.
- W3103696671 doi "https://doi.org/10.1088/1367-2630/17/10/103020" @default.
- W3103696671 hasPublicationYear "2015" @default.
- W3103696671 type Work @default.
- W3103696671 sameAs 3103696671 @default.
- W3103696671 citedByCount "67" @default.
- W3103696671 countsByYear W31036966712016 @default.
- W3103696671 countsByYear W31036966712017 @default.
- W3103696671 countsByYear W31036966712018 @default.
- W3103696671 countsByYear W31036966712019 @default.
- W3103696671 countsByYear W31036966712020 @default.
- W3103696671 countsByYear W31036966712021 @default.
- W3103696671 countsByYear W31036966712022 @default.
- W3103696671 crossrefType "journal-article" @default.
- W3103696671 hasAuthorship W3103696671A5053775191 @default.
- W3103696671 hasAuthorship W3103696671A5061944773 @default.