Research on the fractal structure in the Chinese stock market

Physica A: Statistical Mechanics and its Applications

Volumn 333, Issue 1-4, 2004, Pages 293-305

  Zhuang, Xin Tian ^a   Huang, Xiao Yuan ^a   Sha, Yan Li ^a  

^a NORTHEASTERN UNIVERSITY   (China)

Author keywords

Complexity; DFA; Fractal; Scale index; Scaling; Self similarity; Stock market

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; CONVERGENCE OF NUMERICAL METHODS; CORRELATION METHODS; DATA REDUCTION; FRACTALS; FUNCTIONS; INVARIANCE; STATISTICS;

DETRENDED FLUCTUATION ANALYSIS (DFA); SCALE INDEX; STOCK MARKETS;

INVESTMENTS;

EID: 0345868309     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.10.061     Document Type: Article

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