collaborators

1 paper

q-fin.ST2020

The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool

Ioannis P. Antoniades, Giuseppe Brandi, L. G. Magafas +1

The dynamical evolution of multiscaling in financial time series is investigated using time-dependent Generalized Hurst Exponents (GHE), , for various values of the parameter…