Ma, Feng; Wei, Yu; Huang, Dengshi - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 7, pp. 1659-1670
In this paper, we investigate the cross-correlations between the stock market in China and markets in Japan, South Korea and Hong Kong. We use not only the qualitative analysis of the cross-correlation test, but also the quantitative analysis of the MF-X-DFA. Our findings confirm the existence...