papers
Publications (3)
q-fin.ST2013
Non stationary multifractality in stock returns
Raffaello Morales, T. Di Matteo, Tomaso Aste
q-fin.ST2011
Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
Raffaello Morales, T. Di Matteo, Ruggero Gramatica +1
q-fin.ST2013
Dependency Structure and Scaling Properties of Financial Time Series Are Related
Raffaello Morales, T. Di Matteo, Tomaso Aste