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.

PDF(888 KB)
中国科学院数学与系统科学研究院期刊网
PDF(888 KB)
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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(888 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉