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Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model
16 references·0 citing·42 second hopsampled
Asymmetric multifractality, comparative efficiency analysis of green finance markets: A dynamic study by index-based model (2022)Asymmetric multifractality, comparative e…Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021)Comparative efficiency of gre…Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Analysis of stock market effi…Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets (2020)Multifractal Detrended Fluctu…Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (2018)Stock market efficiency: A co…Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2012)Asymmetric multifractal scali…Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis (2010)Analysis of the efficiency an…The components of empirical multifractality in financial returns (2009)The components of empirical m…Multifractal detrended cross-correlation analysis of temporal and spatial seismic data (2009)Multifractal detrended cross-…Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis (2009)Measuring multifractality of …Is WTI crude oil market becoming weakly efficient over time? (2009)Is WTI crude oil market becom…Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Analysis of efficiency for Sh…A DFA approach for assessing asymmetric correlations (2009)A DFA approach for assessing …A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies (2005)Long-term persistence and mul…Multifractal Hurst analysis of crude oil prices (2002)Multifractal Hurst analysis o…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…The Variation of Certain Speculative Prices (1963)The Econometrics of Financial Markets (1997)Finite-size effect and the components of multifractality in financial volatility (2011)Measuring capital market efficiency: Global and local correlations structure (2012)The Econometrics of Financial Markets (2012)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)An examination of herd behavior in equity markets: An international perspective (2000)Cross-correlations between Chinese A-share and B-share markets (2010)An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)Asymmetric efficiency of cryptocurrencies during COVID19 (2020)Introduction to Econophysics (1999)Effect of trends on detrended fluctuation analysis (2001)Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations (2010)Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets (2011)Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures (2020)Effect of nonstationarities on detrended fluctuation analysis (2002)Detecting and interpreting distortions in hierarchical organization of complex time series (2015)Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Forbidden patterns, permutation entropy and stock market inefficiency (2009)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)Detecting long-range correlations with detrended fluctuation analysis (2001)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)The variation of certain speculative prices (1997)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Fractal and Multifractal Time Series (2009)Detrended cross-correlation analysis consistently extended to multifractality (2014)Multiscale characteristics of the emerging global cryptocurrency market (2020)Extreme Correlation of International Equity Markets (2001)International Asset Allocation With Regime Shifts (2002)Complexity testing techniques for time series data: A comprehensive literature review (2015)Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic (2022)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2005Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies301 cited
  • 2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis229 cited
  • 2021Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis217 cited
  • 2009Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis199 cited
  • 2009The components of empirical multifractality in financial returns195 cited
  • 2002Multifractal Hurst analysis of crude oil prices187 cited
  • 2009Multifractal detrended cross-correlation analysis of temporal and spatial seismic data164 cited
  • 2012Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA145 cited
  • 2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets142 cited
  • 2009Is WTI crude oil market becoming weakly efficient over time?142 cited
  • 2010Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis140 cited
  • 2021

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Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
134 cited
  • 2009A DFA approach for assessing asymmetric correlations121 cited
  • 2020Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets112 cited
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