V. G. Kleparskiy, V. A. Efremov, “Multifractality, dissipation and stability of the middle-term stock market trends”, Probl. Upr., 2003, no. 4, 36

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Problemy Upravleniya, 2003, Issue 4, Pages 36–38 (Mi pu583)

This article is cited in 3 scientific papers (total in 3 papers)

System analysis and data processing

Multifractality, dissipation and stability of the middle-term stock market trends

V. G. Kleparskiy, V. A. Efremov

Institute of Control Sciences, Russian Academy of Sciences

Full-text PDF (136 kB) Citations (3)

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Abstract: The paper studies basic regularities of the switching activity in process of returning the stock-market to the initial channel of the system's evolution. It reveals two distinctive features of the return intervals. The first feature is the minimization of the fractal dimension of the evolution trajectory, while the second one is the minimization of intermittency index.

Document Type: Article

UDC: 681.5.037+681.513.3

Language: Russian

Citation: V. G. Kleparskiy, V. A. Efremov, “Multifractality, dissipation and stability of the middle-term stock market trends”, Probl. Upr., 2003, no. 4, 36–38

Citation in format AMSBIB

\Bibitem{KleEfr03}

\by V.~G.~Kleparskiy, V.~A.~Efremov

\paper Multifractality, dissipation and stability of the middle-term stock market trends

\jour Probl. Upr.

\yr 2003

\issue 4

\pages 36--38

\mathnet{http://mi.mathnet.ru/pu583}

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https://www.mathnet.ru/eng/pu583

https://www.mathnet.ru/eng/pu/v4/p36

This publication is cited in the following 3 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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