| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482071 | Physica A: Statistical Mechanics and its Applications | 2013 | 12 Pages |
Abstract
⺠We test cross-correlations between the Chinese stock market and surrounding stock markets. ⺠We find that the cross-correlations are multifractal. ⺠The multifractality of cross-correlation between stock markets in China and Japan is strongest.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Feng Ma, Yu Wei, Dengshi Huang,