| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481595 | Physica A: Statistical Mechanics and its Applications | 2011 | 11 Pages |
Abstract
⺠Analysis of multifractality and the sources of multifractality. ⺠The technique of rolling windows. ⺠The asymmetries of the market efficiency between during the upward periods and downward periods.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yudong Wang, Yu Wei, Chongfeng Wu,