Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Ruzhen Yan, Ding Yue, Xu Wu, Wei Gao
| Year of publication: |
2023
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|---|---|
| Authors: | Yan, Ruzhen ; Yue, Ding ; Wu, Xu ; Gao, Wei |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 2, p. 487-511
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| Subject: | China's stock markets | Liquidity | Multifractal detrended fluctuation analysis | Tendency entropy dimension | China | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Liquidität | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10215-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014228448