Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market

European Physical Journal B

Volumn 57, Issue 3, 2007, Pages 347-355

  Jiang, Z Q ^a   Guo, L ^a   Zhou, W X ^a,b  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

MEAN-VARIANCE ANALYSIS; MULTIFRACTAL FEATURES; MULTISCALING; SCALING EXPONENT;

FINANCIAL DATA PROCESSING; FRACTALS; MATHEMATICAL MODELS; STATISTICAL METHODS;

DYNAMICAL SYSTEMS;

EID: 34547316577     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2007-00174-7     Document Type: Article

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