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Isr. J. Earth Sci.; 56: 4756 2007 Science From Israel/ LPPLtd. 0021-2164/07 $4.00
 

Summary: Isr. J. Earth Sci.; 56: 4756
2007 Science From Israel/ LPPLtd. 0021-2164/07 $4.00
E-mail: tkalisky@stanford.edu
Volatility of fractal and multifractal time series
Tomer Kalisky,a
Yosef Ashkenazy,b
and Shlomo Havlina
a
Department of Physics, Bar-Ilan University, Ramat Gan 52900, Israel
b
Department of Solar Energy and Environmental Physics, Jacob Blaustein Institute for Desert Research,
Ben-Gurion University of the Negev, Sede Boqer 84990, Israel
(Received 1 June 2007; accepted in revised form 27 December 2007)
AbSTrAcT
Kalisky, T., Ashkenazy, Y., and Havlin, S. Volatility of fractal and multifractal
time series. Isr. J. Earth Sci. 56: 4756.
Many systems in nature generate time series with complex behavior often associated
with the so-called scaling laws. Examples from geophysical science include time
series of temperature, precipitation, earthquakes, and floods. Studying such time
series may help to reveal the mechanism that generates them. In this paper we show

  

Source: Ashkenazy, Yossi "Yosef" - Department of Solar Energy and Environmental Physics, Jacob Blaustein Institutes for Desert Research,Ben-Gurion University of the Negev

 

Collections: Physics; Environmental Management and Restoration Technologies