Predictability of multifractal analysis of Hang Seng stock index in Hong Kong

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

59 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/88ce82212e390c7da8a8027d609c7dc6c0343864

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. Wei‐Xing Zhou
2. Ling-Yun He
3. Shu-Peng Chen
4. Guangxi Cao
5. Ladislav Kristoufek
6. Longbing Xu
7. Jie Cao
8. Didier Sornette

In Finance

1. Wei‐Xing Zhou
2. Guangxi Cao
3. Longbing Xu
4. Jie Cao

In Statistical and Nonlinear Physics

1. Wei‐Xing Zhou
2. Ling-Yun He
3. Shu-Peng Chen
4. Guangxi Cao
5. Ladislav Kristoufek
6. Longbing Xu
7. Jie Cao
8. Gilney F. Zebende

Citations in the corpus

• Finite-size effect and the components of multifractality in financial volatility (2009, background): “the width of the estimated multifractal spectrum is correlated to the price fluctuation in the future and thus can be used to predict price fluctuations [33,35,42].”