Multifractal analysis on stock style asset returnsbased on sliding windows MF-DFA

XU Lin, SONG Guang-hui, GUO Wen-wei

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (9) : 1891-1899.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (9) : 1891-1899. DOI: 10.12011/1000-6788(2012)9-1891

Multifractal analysis on stock style asset returnsbased on sliding windows MF-DFA

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(9): 1891-1899 https://doi.org/10.12011/1000-6788(2012)9-1891

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