Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA

By Guangxi Cao, Jie Cao, Longbing Xu. 2013

131 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/22b1b13916e5032c76fa4c704b913e6e48242ee0

Citations in the corpus

• Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market (2014, unknown): “Cao, Cao, and Xu [32] apply A-DFA in investigating the asymmetric multifractal scaling behavior in the Chinese stock market.”