Multifractal properties of Chinese stock market in Shanghai

By Guoxiong Du, Xuanxi Ning. 2008

76 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/d7fa40e88a1b8390f4a7ac3268de2e356475b702

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. Guangxi Cao
2. Longbing Xu
3. Jie Cao

In Finance

1. Guangxi Cao
2. Longbing Xu
3. Jie Cao

In Statistical and Nonlinear Physics

1. Guangxi Cao
2. Longbing Xu
3. Jie Cao

Citations in the corpus

• Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2013, background): “Numerous studies have analyzedmultifractality in the Chinese stock market [19–25], but relatively few have focused on the asymmetry of multifractal scaling behavior.”