Table A.1
Multifractal indicators extracted from the standard MFDMA method for PDC, SAP, and RTS.
| q < 0 | q > 0 |  |
 |
 |
 |
HO | HS | HP | ΔαO | ΔαS | ΔαP | AO | AS | AP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PDC | 1 | 1 | 0.59 | 0.59 | 0.56 | 0.60 | 0.42 | 0.53 | 0.44 | 0.97 | 0.12 | 0.86 | 2.95 | 1.13 | 3.20 |
| SAP | 1 | 1 | 0.67 | 0.64 | 0.52 | 0.66 | 0.47 | 0.55 | 0.47 | 0.90 | 0.06 | 0.92 | 2.88 | 1.79 | 2.64 |
| RTS | 1 | 1 | 0.52 | 0.81 | 0.51 | 0.75 | 0.58 | 0.49 | 0.61 | 1.12 | 0.13 | 0.73 | 2.47 | 1.83 | 3.50 |
Notes. The results are summarised considering the original (O), shuffled (S), and phase-randomised (P) data. From left to right, we have: the columns q < 0 and q > 0 (see Sect. 4.2 for further details), the multifractality due to long-term correlation is stronger than that due to non-linearity; singularity parameter; parameter α0; global Hurstexponent; degree of multifractality and; degree of asymmetry.
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