Showing 1 - 10 of 68
-developed turbulence is derived, non-perturbatively, by assuming that its underlying statistics is the one based on the generalized … the generalized measures, are determined self-consistently with the help of the observed value μ of the intermittency …
Persistent link: https://www.econbiz.de/10011063387
The intermittency of a point process is the extent to which the number of events in a time window has pronounced … departures from typical values. Combining point process and multifractal formalisms indicates that the correlation codimension … can be used to quantify intermittency. The correlation codimension is easily estimated and is simply related to other …
Persistent link: https://www.econbiz.de/10010664935
experimental situation gives a new route to obtain the scaling exponents of velocity structure function, including intermittency …
Persistent link: https://www.econbiz.de/10010589697
Over the last twenty years, many studies have been made of radiative transfer in scaling cloud fields, the vast … this was the development of a formalism for treating single scattering in optically thick but conservative multifractal …” multifractal clouds dominated by low density “Lévy holes”. In part II, we demonstrate how the analytic single scattering results …
Persistent link: https://www.econbiz.de/10011057699
heterogeneous, “Log-Lévy” multifractal clouds. In Part II, theoretical multiple scattering predictions are numerically tested using …
Persistent link: https://www.econbiz.de/10011063608
Multi-fractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multi-fractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and …
Persistent link: https://www.econbiz.de/10010295106
Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multifractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and Bayesian …
Persistent link: https://www.econbiz.de/10010295151
various fractal/multifractal models for the variation of financial prices. These illustrations do not claim to represent … Brownian comes out as very special and narrowly constricted, while the fractal/multifractal models come out as nearly as simple … and parsimonious as the Brownian. The cartoons are stylized recursive variants of the author’s fractal/multifractal models …
Persistent link: https://www.econbiz.de/10005542189
In the current era of globalization, deregulation and liberalization of markets have led to financial integration amongst developing and developed countries. The sudden massive inflow of capital into developing country's stock markets begs the question of whether or not the markets are...
Persistent link: https://www.econbiz.de/10011099457
This paper introduces a multiscale multifractal diffusion entropy analysis (MMDEA) method to analyze long … entropy to focus on the scaling behaviors of stock index series using a multiscale, which allows us to extend the description … multifractal diffusion entropy analysis, the MMDEA can show more details of scale properties and provide a reliable analysis. In …
Persistent link: https://www.econbiz.de/10011117864