Multifractal analysis of Chinese stock volatilities based on the partition function approach

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 19-20, 2008, Pages 4881-4888

  Jiang, Zhi Qiang ^a   Zhou, Wei Xing ^a,b  

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

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

Author keywords

Annealed average; Bootstrapping; Econophysics; Multifractal analysis; Partition function approach; Quenched average; Stock markets

Indexed keywords

FUNCTIONS; MATHEMATICAL MODELS; STATISTICAL TESTS;

BOOTSTRAPPING; ECONOPHYSICS; MULTIFRACTAL ANALYSIS; PARTITION FUNCTION APPROACH; QUENCHED AVERAGE; STOCK MARKETS;

FRACTALS;

EID: 44649089316     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.04.028     Document Type: Article

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