Hierarchical structure of stock price fluctuations in financial markets

DOI10.1088/1742-5468/2012/12/P12016zbMath1456.91120arXiv1209.4175MaRDI QIDQ3301322

Shi-min Cai, Ya-Chun Gao, Bing-Hong Wang

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.4175

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Financial markets (91G15)

Related Items (1)

Influence network in the Chinese stock market

Cites Work

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• Multifractal detrended fluctuation analysis of nonstationary time series
• Self-organizing Ising model of financial markets
• Multifractal analysis of Hang Seng index in Hong Kong stock market
• Scaling behaviors in differently developed markets
• Multi-scaling in finance
• MULTIFRACTAL FLUCTUATIONS IN FINANCE

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