کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10481345 933090 2012 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Multifractal detrended cross-correlations between the Chinese exchange market and stock market
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Multifractal detrended cross-correlations between the Chinese exchange market and stock market
چکیده انگلیسی
► We test cross-correlations between the RMB exchange market and stock market in China. ► Multifractal cross-correlations in Chinese financial markets vary with time. ► Multifractal cross-correlations are sensitive to the RMB exchange rate regime reform. ► Small fluctuations show more persistent cross-correlations than large fluctuations. ► Theoretical results of reference [39] are discussed by our results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 391, Issue 20, 15 October 2012, Pages 4855-4866
نویسندگان
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