Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 9, 2011, Pages 1646-1654

  Ruan, Yong Ping ^a,b   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

Correlation; Econophysics; Intertrade duration; Multifractal analysis; Stock and warrant

Indexed keywords

COMMERCE; CORRELATION METHODS; FRACTALS; TIME SERIES; WEIBULL DISTRIBUTION;

DETRENDED FLUCTUATION ANALYSIS; DETRENDING MOVING AVERAGES; ECONOPHYSICSS; INTERTRADE; MULTIFRACTAL ANALYSIS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; STOCK AND WARRANT; ULTRAHIGH FREQUENCY DATUM;

TIME SERIES ANALYSIS;

EID: 79952106601     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.01.001     Document Type: Article

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