Multifractal diffusion entropy analysis on stock volatility in financial markets
Year of publication: |
2012
|
---|---|
Authors: | Huang, Jingjing ; Shang, Pengjian ; Zhao, Xiaojun |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 22, p. 5739-5745
|
Publisher: |
Elsevier |
Subject: | Diffusion entropy analysis | Multifractal | Rényi entropy | Long-range correlation | Volatility |
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