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~person:"Yan, Ruzhen"
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Aktienmarkt
1
China
1
China's stock markets
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Fractal expectation
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Fractal variance
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Liquidity
1
Liquidität
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Multifractal detrended fluctuation analysis
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Yan, Ruzhen
Wu, Xu
11
Wu, Xue
6
Chang, Jie
4
Shie, An-Jin
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Fan, Zhi-Ping
3
Ge, Ying
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Gu, Baojing
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Huang, Xu
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Liu, Anqin
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Wang, Kun
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Wang, Yan
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Wu, Min
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Wu, Xue-Yan
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Xu, Bin
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Chatterji, Pinka
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Gordon, David
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Ho, Chun-Yu
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Li, Chenwei
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Li, Guangming
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Liu, Wu
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Meyerson, Laura A.
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Peng, Changhui
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Yang, Wu
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Zhang, Linlin
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An, Hui-Li
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Cao, Bing-Bing
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Catherine Staes
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Chen, Hua
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Dai, Xiaoya
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Deepthi Rajeev
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FANG, ZHEYU
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Fu, Zhe
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GAO, LIMO
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Gao, Wei
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Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen
;
Yue, Ding
;
Wu, Xu
;
Gao, Wei
- In:
Computational economics
61
(
2023
)
2
,
pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
Saved in:
2
Fractal statistical measure and portfolio model optimization under power-law distribution
Wu, Xu
;
Zhang, Linlin
;
Li, Jia
;
Yan, Ruzhen
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186577
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