Predictability of multifractal analysis of Hang Seng stock index in Hong Kong
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Publication:5949733
DOI10.1016/S0378-4371(01)00433-2zbMath0986.91041OpenAlexW1968955467MaRDI QIDQ5949733
Xia Sun, Huiping Chen, Ziqin Wu, Yongzhuang Yuan
Publication date: 27 November 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00433-2
Related Items (6)
Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach ⋮ Finite-size effect and the components of multifractality in financial volatility ⋮ Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations ⋮ Multifractal theory with its applications in data management ⋮ Weighted multifractal cross-correlation analysis based on Shannon entropy ⋮ MULTIFRACTAL CROSS-CORRELATION ANALYSIS BASED ON STATISTICAL MOMENTS
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