Multifractal detrended fluctuation analysis based on exponential moving average and its application to stock index turnover ratios

Chaos Solitons & Fractals 2026

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Authors: Zhenkun Jiang, Ruisong Ye
DOI: 10.1016/j.chaos.2026.118020
Cited by: 0
References: 57

Fields of Study & Subjects

Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical Mechanics and Entropy

Publication details

Journal / source
Chaos Solitons & Fractals
Volume
207
Pages
118020–118020
Publication date
13 February 2026
Language
EN