Multifractal detrended cross-correlations between the Chinese exchange market and stock market

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 20, 2012, Pages 4855-4866

  Cao, Guangxi ^a,b,c   Xu, Longbing ^c   Cao, Jie ^a  

^a NANJING UNIVERSITY OF INFORMATION SCIENCE AND TECHNOLOGY   (China)

^b UNIVERSITY OF YORK   (United Kingdom)

^c SHANGHAI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Chinese exchange market; Chinese stock market; Multifractal detrended cross correlation; Rolling windows

Indexed keywords

FINANCIAL MARKETS; FRACTALS;

CHINESE STOCK MARKET; CROSS CORRELATIONS; CROSS-CORRELATION ANALYSIS; EMPIRICAL ANALYSIS; EXCHANGE MARKETS; ROLLING WINDOW; SHANGHAI STOCK COMPOSITE INDEX; SMALL FLUCTUATION;

COMMERCE;

EID: 84863481991     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.05.035     Document Type: Article

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