Non-linear characteristics and long-range correlations in Asian stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 378, Issue 2, 2007, Pages 399-407

  Jiang, J ^a   Ma, K ^a   Cai, X ^a  

^a CENTRAL CHINA NORMAL UNIVERSITY   (China)

Author keywords

Crossover phenomena; Detrended fluctuation analysis; Long range correlation; Non linear characteristic; Volatility

Indexed keywords

CORRELATION METHODS; FRACTALS; INDUSTRIAL ECONOMICS; INVENTORY CONTROL; MARKETING;

CROSSOVER PHENOMENA; DETRENDED FLUCTUATION ANALYSIS; LONG RANGE CORRELATION; NON-LINEAR CHARACTERISTIC; VOLATILITY;

NONLINEAR ANALYSIS;

EID: 33847621297     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.12.011     Document Type: Article

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