Zhuang, Xiaoyang; Wei, Yu; Ma, Feng - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 101-113
In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using … indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have … efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively …