Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA-Reference-Cited by-同舟云学术

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Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA

Published:2013-02 Issue:4 Volume:392 Page:797-807
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:

Cao Guangxi,Cao Jie,Xu Longbing

Funder

National Natural Science Foundation of China

Program for New Century Excellent Talents in University

Science Foundation of Postdoctors in China

PAPD

Foundation of Qinglan Engineering Foundation of Jiangsu Provincial Department of Education

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference61 articles.

1. The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient;Cajueiro;Physica A,2004

2. Ranking efficiency for emerging markets;Cajueiro;Chaos, Solitons and Fractals,2004

3. Testing for time-varying long-range dependence in real state equity returns;Cajueiro;Chaos, Solitons and Fractals,2008

4. Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange;Cajueiro;International Review of Financial Analysis,2009

5. Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility;Tabak;Energy Economics,2007

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