Asymmetric joint multifractal analysis in Chinese stock markets-Reference-Cited by-同舟云学术

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Asymmetric joint multifractal analysis in Chinese stock markets

Published:2017-04 Issue: Volume:471 Page:10-19
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:

Chen Yuwen,Zheng Tingting

Funder

High Education Revitalization Plan Talent Project of Anhui Province

Scientific Research Training Program of Anhui University

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference41 articles.

1. Multifractal detrended fluctuation analysis of nonstationary time series;Kantelhardt;Physica A,2002

2. Mosaic organization of DNA nucleotides;Peng;Phys. Rev. E,1994

3. Nonlinear properties of the Korea fund market;Kim;J. Korean Phys. Soc.,2015

4. Time-varying long memories of the Chinese currency and stock markets based on the Hurst exponent;Cao;Fluct. Noise Lett.,2014

5. Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data;Cao;Physica A,2014

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