کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10480988 933029 2013 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA
چکیده انگلیسی
► Asymmetric multifractal scaling behaviors are studied in the Chinese stock markets. ► Multifractality degree with uptrends is stronger than with downtrends. ► Correlation asymmetries are stronger for large fluctuations. ► The main source of scaling asymmetry in SSCI is different from that in SZCI. ► The scaling asymmetry in the Chinese stock market is time-varying.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 392, Issue 4, 15 February 2013, Pages 797-807
نویسندگان
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