Banimahd، Bahman/ 1 Article
-
1.
New Criterion For Fractal Parameter In Financial Time Series
Journal ArticleWriter : Alijani، Mehrzad ؛ Yaghobnezhad، Ahmad ؛ Corresponding Author : Banimahd، Bahman ؛
Journal:Advances in Mathematical Finance and Applications»Autumn 2022, Volume 7 - Issue 4 Ranking: الف/ISC (19 page(s) - From 1025 to 1043 )
Keywords:Simulationfractal dimensionHausdorff measureARFIMA time series