The multifractal structure analysis in China stock market

2005 International Conference on Machine Learning and Cybernetics, ICMLC 2005

Volumn , Issue , 2005, Pages 3058-3063

  Ruan, Jian ^a   Pang, Su Lin ^a   Luo, Wei Qi ^a  

^a JINAN UNIVERSITY   (China)

Author keywords

Generalized Hurst exponent; MF DFA; Multifraetal; Stock market

Indexed keywords

CORRELATION METHODS; CYBERNETICS; INVENTORY CONTROL; LEARNING SYSTEMS;

GENERALIZED HURST EXPONENT; MF-DFA; MULTIFRAETAL; STOCK MARKET;

MARKETING;

EID: 28444446362     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)

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