Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets
Author:
Funder
Ministry of Education
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10526-9.pdf
Reference59 articles.
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3. Andreadis, I., & Serletis, A. (2002). Evidence of a random multifractal turbulent structure in the Dow Jones industrial average. Chaos, Solitons & Fractals, 13, 1309–1315.
4. Bae, K. H., Karolyi, G. A., & Stulz, R. M. (2003). A new approach to measuring financial contagion. The Review of Financial Studies, 16, 717–763.
5. Brown, M. B., & Forsythe, A. B. (1974). Robust tests for the equality of variances. Journal of the American Statistical Association, 69, 364–367.
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