Crossmark

The multiscale large deviation spectrum based on higher moments for financial time series

Crossref DOI link: https://doi.org/10.1007/s11071-018-4379-7

Published Online: 2018-06-04

Published Print: 2018-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Chen, Shijian https://orcid.org/0000-0001-7264-2297
Shi, Wenbin

Shang, Pengjian
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (61771035, 61371130)

Beijing National Science (4162047)

China Postdoctoral Science Foundation (043206005)
License Information

Text and Data Mining valid from 2018-06-04
More Information

Article History

Received: 29 September 2017

Accepted: 23 May 2018

First Online: 4 June 2018