Cross-correlations between the CSI 300 spot and futures markets

Nonlinear Dynamics

Volumn 73, Issue 3, 2013, Pages 1687-1696

  Wang, Gang Jin ^a   Xie, Chi ^a  

^a HUNAN UNIVERSITY   (China)

Author keywords

Complex dynamical systems; Cross correlations; CSI 300; MF XDMA; rolling windows; Multifractal analysis

Indexed keywords

COMPLEX DYNAMICAL SYSTEMS; CROSS-CORRELATIONS; CSI 300; MULTIFRACTAL ANALYSIS; ROLLING WINDOW;

FRACTALS;

COMMERCE;

EID: 84880918155     PISSN: 0924090X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11071-013-0895-7     Document Type: Article

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