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Volatility of linear and nonlinear time series
Tomer Kalisky
, Yosef Ashkenazy
, Shlomo Havlin
Neuro-Engineering & Bio-Engineering
Department of Physics - at Bar-Ilan University
Ben-Gurion University of the Negev
Research output
:
Contribution to journal
›
Article
›
peer-review
53
Scopus citations
Overview
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Dive into the research topics of 'Volatility of linear and nonlinear time series'. Together they form a unique fingerprint.
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Keyphrases
Range Correlation
100%
Volatility
100%
Nonlinear Time Series
100%
Linear Series
100%
Multifractal Time Series
50%
Power Spectrum
25%
Scaling Exponent
25%
Exact Relations
25%
Nonlinear Properties
25%
Two-point Correlation
25%
Analytical Relation
25%
Nonlinear Behavior
25%
Multifractal Spectrum
25%
Distributed Time Series
25%
Equatorial Pacific
25%
Correlated Time Series
25%
Deep Ocean Temperature
25%
Temperature Records
25%
Mathematics
Multifractal
100%
Gaussian Distribution
50%
Multifractal Spectrum
50%
Scaling Exponent
50%
Power Spectra
50%
Simple Model
50%
Linear Time Series
50%
Engineering
Multifractal
100%
Gaussians
33%
Simple Model
33%
Linear Time
33%
Nonlinear Behavior
33%
Power Spectra
33%
Scaling Exponent
33%
Physics
Gaussian Distribution
100%
Power Spectra
100%
Earth and Planetary Sciences
Time Series
100%
Power Spectra
11%
Ocean Temperature
11%
Immunology and Microbiology
Power Spectra
100%