| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480601 | Physica A: Statistical Mechanics and its Applications | 2013 | 10 Pages |
Abstract
⺠CSI 300 market becomes closer to efficiency after introduction of its future market. ⺠CSI 300 index market perform significant multifractal behavior. ⺠Extreme events and fat-distribution are the main source of multifractality. ⺠Scaling range can cause the knotting phenomena in multifractality spectrum.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Weijie Zhou, Yaoguo Dang, Rongbao Gu,