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  • Search: subject:"Multiscale Analysis"
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Subject
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Multiscale analysis 31 multiscale analysis 9 Volatility 8 Volatilität 8 Aktienmarkt 7 Stock market 7 Börsenkurs 6 Forecasting 6 Prognoseverfahren 6 Share price 6 Welt 6 World 6 Zustandsraummodell 6 Forecasting model 5 Multiscale Analysis 5 State space model 5 Capital income 4 China 4 Estimation 4 Kapitaleinkommen 4 Schätzung 4 Theorie 4 Wavelets 4 Zeitreihenanalyse 4 Commodity market 3 Decomposition method 3 Dekompositionsverfahren 3 EU ETS 3 Entropic descriptors 3 Multifractal analysis 3 Oil price 3 Rohstoffmarkt 3 Spillover effect 3 Spillover-Effekt 3 Theory 3 Time series analysis 3 Ölpreis 3 ARCH model 2 ARCH-Modell 2 ARIMA 2
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Online availability
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Undetermined 36 Free 8 CC license 1
Type of publication
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Article 41 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 19 Aufsatz in Zeitschrift 19 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 25 Undetermined 21
Author
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Wang, Ping 4 Zhu, Bangzhu 4 Chevallier, Julien 3 Deuschle, Carola 3 Piasecki, Ryszard 3 Shang, Pengjian 3 Alagidede, Imhotep Paul 2 Boako, Gideon 2 Bogdanovs, Nikolajs 2 Grabs, Elans 2 He, Kaijian 2 Leung, Tim 2 Ortoleva, P. 2 Petersons, Ernests 2 Piasecki, R. 2 Schlüter, Stephan 2 Shi, Wenbin 2 Shreif, Z. 2 Uddin, Mohammed Gazi Salah 2 Wang, Jing 2 Wang, Jun 2 Wang, Yudong 2 Wei, Yi-Ming 2 Wei, Yiming 2 Xu, Chao 2 Zhao, Theodore 2 Zhao, Xiaojun 2 Attia, Najmeddine 1 Barral, Julien 1 Bekiros, Stelios 1 Belhoste, Nathalie 1 Bruni, V. 1 CUTHBERTSON, CHARLES 1 Canditiis, D. De 1 Chemla, Denis 1 Chen, Wei 1 Chen, Xiuwen 1 Cheng, Siyu 1 Chi, Xie 1 Cottin, François 1
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Institution
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Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
Published in...
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Physica A: Statistical Mechanics and its Applications 13 Energy economics 5 International review of financial analysis 2 AERC research paper 1 Applied Energy 1 BILTOKI 1 Computational Economics 1 Computational economics 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Finance research letters 1 IWQW Discussion Paper Series 1 IWQW Discussion Papers 1 International Journal of Information Systems in the Service Sector (IJISSS) 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of emerging markets 1 International journal of information systems in the service sector : IJISSS ; an official publication of the Information Resources Management Association 1 International review of economics & finance : IREF 1 Journal of Risk and Financial Management 1 Journal of empirical finance 1 Journal of international financial markets, institutions & money 1 Journal of risk and financial management : JRFM 1 Macroeconomics and finance in emerging market economies 1 Management learning : the international journal for managerial and organizational learning and development 1 Managerial Economics 1 Mathematics and Computers in Simulation (MATCOM) 1 Resources Policy 1 Tourism economics : the business and finance of tourism and recreation 1 Water Resources Management 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
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Source
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RePEc 23 ECONIS (ZBW) 20 EconStor 2 Other ZBW resources 1
Showing 41 - 46 of 46
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A versatile entropic measure of grey level inhomogeneity
Piasecki, Ryszard - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 12, pp. 2403-2409
An entropic measure for the analysis of grey level inhomogeneity (GLI) is proposed as a function of length scale. It allows us to quantify the statistical dissimilarity of the actual macrostate and the maximizing entropy of the reference one. The maximums (minimums) of the measure indicate those...
Persistent link: https://www.econbiz.de/10011063347
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Multiscale derivation of an augmented Smoluchowski equation
Shreif, Z.; Ortoleva, P. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 5, pp. 593-600
Smoluchowski and Fokker–Planck equations for the stochastic dynamics of order parameters have been derived previously. The question of the validity of the truncated perturbation series and the initial data for which these equations exist remains unexplored. To address these questions, we take...
Persistent link: https://www.econbiz.de/10011063590
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Statistical mechanics characterization of spatio-compositional inhomogeneity
Piasecki, Ryszard - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 19, pp. 4229-4240
On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale … analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the actual …
Persistent link: https://www.econbiz.de/10011064692
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Multiscaling for classical nanosystems: Derivation of Smoluchowski & Fokker–Planck equations
Pankavich, S.; Shreif, Z.; Ortoleva, P. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 16, pp. 4053-4069
Using multiscale analysis and methods of statistical physics, we show that a solution to the N-atom Liouville equation …
Persistent link: https://www.econbiz.de/10011063556
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A generalization of the inhomogeneity measure for point distributions to the case of finite size objects
Piasecki, Ryszard - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 22, pp. 5333-5341
The statistical measure of spatial inhomogeneity for n points placed in χ cells each of size k×k is generalized to incorporate finite size objects like black pixels for binary patterns of size L×L. As a function of length scale k, the measure is modified in such a way that it relates to...
Persistent link: https://www.econbiz.de/10011064333
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Multifractal analysis of human synchronous 12-lead ECG signals using multiple scale factors
Yang, Xiaodong; Ning, Xinbao; Wang, Jun - In: Physica A: Statistical Mechanics and its Applications 384 (2007) 2, pp. 413-422
(ECG) signals taken from healthy adult subjects have been found to characterize multifractality. In this paper, multiscale … analysis method was introduced to find the most effective parameters for expressing the complex dynamic characteristics during …
Persistent link: https://www.econbiz.de/10010590641
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