Fractal volatility of financial time series in matlab

The following Matlab project contains the source code and Matlab examples used for fractal volatility of financial time series.  [DIMENSION STANDARD_DEV] = fractalvol(DATA) calculates the fractal dimension of the 1 dimensional random walk, DATA.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
fractalvol.m 3490
license.txt 1308