42 citations to 10.1103/PhysRevE.74.011111 (Crossref Cited-By Service)
  1. Didier Sornette, “Physics and financial economics (1776–2014): puzzles, Ising and agent-based models”, Rep. Prog. Phys., 77, no. 6, 2014, 062001  crossref
  2. Tomasz Srokowski, “Fluctuations in multiplicative systems with jumps”, Phys. Rev. E, 87, no. 3, 2013, 032104  crossref
  3. Wei-Xing Zhou, “The components of empirical multifractality in financial returns”, Europhys. Lett., 88, no. 2, 2009, 28004  crossref
  4. Zoltan Eisler, Josep Perelló, Jaume Masoliver, “Volatility: A Hidden Markov Process in Financial Time Series”, SSRN Journal, 2007  crossref
  5. Xing Li, Fang Su, “The Dynamic Impacts of COVID-19 Pandemic Lockdown on the Multifractal Cross-Correlations between PM2.5 and O3 Concentrations in and around Shanghai, China”, Atmosphere, 13, no. 12, 2022, 1964  crossref
  6. Zoltán Eisler, Josep Perelló, Jaume Masoliver, “Volatility: A hidden Markov process in financial time series”, Phys. Rev. E, 76, no. 5, 2007, 056105  crossref
  7. V. Filimonov, D. Sornette, “Self-excited multifractal dynamics”, EPL, 94, no. 4, 2011, 46003  crossref
  8. Srimonti Dutta, Dipak Ghosh, Sucharita Chatterjee, “Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective”, Physica A: Statistical Mechanics and its Applications, 463, 2016, 188  crossref
  9. Zhi-Qiang Jiang, Wen-Jie Xie, Wei-Xing Zhou, Didier Sornette, “Multifractal analysis of financial markets: a review”, Rep. Prog. Phys., 82, no. 12, 2019, 125901  crossref
  10. Juraj Čurpek, “Analysis of the Czech Intraday Electricity Market During COVID-19 Pandemic from the Multifractal Perspective”, Fluct. Noise Lett., 22, no. 03, 2023, 2350030  crossref
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