| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10480603 | Physica A: Statistical Mechanics and its Applications | 2013 | 7 Pages |
Abstract
⺠We apply multifractal detrended fluctuation analysis to stock index futures market. ⺠We find that China's stock index futures returns exhibit multifractal patterns. ⺠The multifractality is mainly due to long-range correlations in China.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Xinsheng Lu, Jie Tian, Ying Zhou, Zhihui Li,