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Multifractal properties of Chinese stock market in Shanghai
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Multifractal properties of Chinese stock market in Shanghai (2007)Multifractal properties of Chinese stock …Mono- and multi-fractal investigation of scaling properties in temporal patterns of seismic sequences (2003)Mono- and multi-fractal inves…Long-range correlations and nonstationarity in the Brazilian stock market (2003)Long-range correlations and n…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Multifractal analysis of Hang Seng index in Hong Kong stock market (2001)Multifractal analysis of Hang…Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (2001)Inhomogeneous scaling behavio…Scaling in the Norwegian stock market (2000)Scaling in the Norwegian stoc…Fractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)Fractal Market Analysis: Appl…ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)A Multifractal Walk down Wall Street (1999)Effect of trends on detrended fluctuation analysis (2001)Application of multifractal measures to Tehran price index (2005)Long-term memory and volatility clustering in high-frequency price changes (2007)The cross-correlations of stock markets based on DCCA and time-delay DCCA (2011)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Similarities and differences between physics and economics (2001)A statistical physics view of financial fluctuations: Evidence for scaling and universality (2008)Price–volume multifractal analysis and its application in Chinese stock markets (2012)The Variation of Certain Speculative Prices (1963)Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the growth of companies (1996)Multifractal analysis of Chinese stock volatilities based on the partition function approach (2008)Multifractal structure in Latin-American market indices (2008)Multifractality in stock indexes: Fact or Fiction? (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)On time-varying predictability of emerging stock market returns (2016)Multifractal characterizations of nonstationarity and intermittency in geophysical fields: Observed, retrieved, or simulated (1994)Detecting long-range correlations with detrended fluctuation analysis (2001)Multifractal fluctuations in seismic interspike series (2005)Multifractal detrended fluctuation analysis of human gait diseases (2013)Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status (2014)Behavioral Finance and Its Implications for Stock-Price Volatility (1998)On Hurst exponent estimation under heavy-tailed distributions (2010)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
this work references cited by second hop

References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
  • 2003Mono- and multi-fractal investigation of scaling properties in temporal patterns of seismic sequences137 cited
  • 2003Long-range correlations and nonstationarity in the Brazilian stock market130 cited
  • 2001Multifractal analysis of Hang Seng index in Hong Kong stock market118 cited
  • 2000Scaling in the Norwegian stock market97 cited
  • 2001Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates76 cited

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