Multifractal analysis of Chinese stock volatilities based on the partition function approach-Reference-Cited by-同舟云学术

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Multifractal analysis of Chinese stock volatilities based on the partition function approach

Published:2008-08 Issue:19-20 Volume:387 Page:4881-4888
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Jiang Zhi-Qiang,Zhou Wei-Xing

Funder

Program for New Century Excellent Talents in University

National Natural Science Foundation of China

Fok Ying Tong Education Foundation

Shanghai Rising-Star Program

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference52 articles.

1. Scaling behaviour in the dynamics of an economic index;Mantegna;Nature,1995

2. Turbulent cascades in foreign exchange markets;Ghashghaie;Nature,1996

3. Turbulence and financial markets;Mantegna;Nature,1996

4. Intermittent turbulence in self-similar cascade: Divergence of high moments and dimension of carrier;Mandelbrot;J. Fluid Mech.,1974

5. Introduction to multifractals in dynamical systems theory and fully developed fluid turbulence;McCauley;Phys. Rep.,1990

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