Power law and multiscaling properties of the Chinese stock market

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 9, 2010, Pages 1883-1890

  Bai, Man Ying ^a   Zhu, Hai Bo ^a  

^a BEIHANG UNIVERSITY   (China)

Author keywords

Cumulative probability density function; DFA; MFDFA; Multifractality; Power law

Indexed keywords

COMMERCE; FINANCIAL MARKETS;

CUMULATIVE PROBABILITIES; GENERALIZED HURST EXPONENT; LONG RANGE CORRELATIONS; LONG-RANGE POWER-LAW CORRELATIONS; MFDFA; MULTIFRACTALITY; POWER-LAW; SHENZHEN STOCK MARKET;

PROBABILITY DENSITY FUNCTION;

EID: 76349123146     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.01.005     Document Type: Article

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