Asymmetric multifractality, comparative efficiency analysis of Green finance markets: a dynamic study by index-based model

DOI10.1016/J.PHYSA.2022.127949MaRDI QIDQ2170636zbMATH OpenOpenAlexFDO

Authors Xiaoyang Zhuang, Dan Wei

Publication date 6 September 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2022.127949

zbMATH Keywords

asymmetryefficiency indexGreen finance marketsmultifractality degree

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA
• Market efficiency, liquidity, and multifractality of Bitcoin: a dynamic study
• Multifractal detrended cross-correlation analysis of temporal and spatial seismic data
• Multifractal detrended fluctuation analysis of nonstationary time series
• Multifractal Hurst analysis of crude oil prices

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