The cross-correlation analysis of multi property of stock markets based on MM-DFA (Q2147706)
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scientific article; zbMATH DE number 7544951
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| English | The cross-correlation analysis of multi property of stock markets based on MM-DFA |
scientific article; zbMATH DE number 7544951 |
Statements
The cross-correlation analysis of multi property of stock markets based on MM-DFA (English)
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20 June 2022
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cross-correlation analysis
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multi property analysis
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multifractal
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multiscale
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MM-DFA
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financial time series
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0.8017679452896118
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0.7962823510169983
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0.7742456197738647
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0.7527902126312256
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