Multifractal detrended cross-correlation analysis of Chinese stock markets based on time delay (Q3098238)
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scientific article; zbMATH DE number 5973445
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| English | Multifractal detrended cross-correlation analysis of Chinese stock markets based on time delay |
scientific article; zbMATH DE number 5973445 |
Statements
MULTIFRACTAL DETRENDED CROSS-CORRELATION ANALYSIS OF CHINESE STOCK MARKETS BASED ON TIME DELAY (English)
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17 November 2011
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multifractal scaling exponent
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time delay
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stock index
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cross-correlation function
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singularity spectrum
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0.8378146290779114
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0.8058145642280579
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0.8017679452896118
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0.776564359664917
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