Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA

Physica A: Statistical Mechanics and its Applications

Volumn 392, Issue 4, 2013, Pages 797-807

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

^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

Asymmetric; MF DFA; Multifractal; Stock market

Indexed keywords

COMMERCE; FRACTALS; SCALING LAWS;

ASYMMETRIC; FAT-TAILED DISTRIBUTIONS; LONG RANGE CORRELATIONS; MF-DFA; MULTI FRACTALS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTALITY DEGREES; SHENZHEN STOCK MARKET;

FINANCIAL MARKETS;

EID: 84871718036     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.10.042     Document Type: Article

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