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Título

Empirical evidences of a common multifractal signature in economic, biological and physical systems

AutorPont, Oriol; Turiel, Antonio ; Pérez-Vicente, Conrad J.
Palabras claveMultifractal
Multiplicative cascade
Turbulence modeling
Fractals in fluid dynamics
Systems obeying scaling laws
Computational methods in fluid dynamics
Fecha de publicación11-feb-2009
EditorElsevier
CitaciónPhysica A: Statistical Mechanics and its Applications 388(10): 2025-2035 (2009)
ResumenRecent developments in microcanonical multifractal formalism have lead to a sensible improvement in the numerical techniques for the determination of the multifractal characteristics of real signals. With the aid of these techniques, we have found empirical evidence of a common multifractal signature in six very different systems, ranging from stock market time series to sea surface temperature records. These systems are not only found to be multifractal, but their singularity spectra are coincident. We propose an explanation of this striking coincidence in terms of a cascade process and analyze its consequences.
Descripción11 pages, 5 figures, 3 tables, 1 appendix.-- PACS nrs.: 47.53.+n; 89.75.Da; 47.11.+j.-- Printed version published May 15, 2009.-- Full-text version available Open Access at: http://www.icm.csic.es/files/oce/almacen/papers/AR-2009-05.pdf
Versión del editorhttp://dx.doi.org/10.1016/j.physa.2009.01.041
URIhttp://hdl.handle.net/10261/15382
DOI10.1016/j.physa.2009.01.041
ISSN0378-4371
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