Multifractal analysis of Hang Seng index in Hong Kong stock market

By Xia Sun, Huiping Chen, Ziqin Wu, Yongzhuang Yuan. 2001

117 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/2dbd8acbd8e9abc03b1a9a18b4ba85c76fa3eca5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Luciano Zunino
2. D. Pérez
3. Benjamin Miranda Tabak
4. Wei‐Xing Zhou
5. K. Lim
6. R. Brooks
7. Ladislav Kristoufek
8. Osvaldo Anibal Rosso

In Finance

1. Luciano Zunino
2. D. Pérez
3. Benjamin Miranda Tabak
4. Wei‐Xing Zhou
5. K. Lim
6. R. Brooks
7. Ladislav Kristoufek
8. Miloslav S. Vosvrda

In Statistical and Nonlinear Physics

1. Luciano Zunino
2. Benjamin Miranda Tabak
3. D. Pérez
4. Wei‐Xing Zhou

Citations in the corpus

• A multifractal approach for stock market inefficiency (2008, background): “It is well known that empirical data coming from financialmarkets, such as stockmarket indices [1–11], foreign exchange markets [12–14], commodities [6], traded volumes [15] and interest rates [16] have a multifractal nature.”