Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

International Review of Financial Analysis

Volumn 18, Issue 5, 2009, Pages 271-276

  Wang, Yudong ^a   Liu, Li ^a   Gu, Rongbao ^a  

^a NANJING UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Efficiency; Hurst exponent; Multifractality degree; Scale behavior; Shenzhen stock market

Indexed keywords

EID: 70449635095     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.09.005     Document Type: Article

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