Wavelet transform based multifractal formalism in outlier detection and localisation for financial time-series

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	388-402
Number of pages	15
Journal	Physica. A, theoretical and statistical physics
Volume	309
Publication status	Published - 2002

Cite this

@article{556ea4846d0042d49ac2b5a907f98fb2,

title = "Wavelet transform based multifractal formalism in outlier detection and localisation for financial time-series",

author = "Z.R. Struzik and A.P.J.M. Siebes",

year = "2002",

language = "Undefined/Unknown",

volume = "309",

pages = "388--402",

journal = "Physica. A, theoretical and statistical physics",

issn = "0378-4371",

publisher = "Elsevier BV",

}