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Search: subject:"MF-DFA"
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MF-DFA
30
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Volatility
10
Volatilität
10
Multifractality
8
Stock market
8
Aktienmarkt
7
Coronavirus
7
Efficiency
6
Theorie
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Share price
5
Generalized Hurst exponent
4
Hurst exponent
4
Impact assessment
4
Virtual currency
4
Virtuelle Währung
4
Welt
4
Wirkungsanalyse
4
World
4
COVID-19
3
Capital income
3
Epidemic
3
Epidemie
3
Kapitaleinkommen
3
Long memory
3
Multifractal detrended fluctuation analysis (MF-DFA)
3
Stock index futures
3
Bitcoin
2
Cryptocurrency
2
Devisenmarkt
2
Emerging economies
2
Energiemarkt
2
Energy market
2
Estimation
2
Financial crisis
2
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Undetermined
30
Free
8
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Article
37
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Article in journal
23
Aufsatz in Zeitschrift
23
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1
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English
27
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Mensi, Walid
7
Al-Yahyaee, Khamis Hamed
4
Yoon, Seong-min
4
Aslam, Faheem
3
He, Ling-Yun
3
Kang, Sang Hoon
3
Li, Zhihui
3
Lu, Xinsheng
3
Tian, Jie
3
Xuan Vinh Vo
3
Zhou, Ying
3
Ali, Haider
2
Chen, Shu-Peng
2
Ferreira, Paulo
2
Maciel, Leandro
2
Sensoy, Ahmet
2
Abdullah, Mohammad
1
Abedin, Mohammad Zoynul
1
Alam, Masud
1
Arshad, Shaista
1
Aziz, Saqib
1
Babak Naysary
1
Cai, Yuxin
1
Cao, Guangxi
1
Cao, Jie
1
Cervone, Guido
1
Chen, Feier
1
Chen, Yongqin David
1
Chen, Yufeng
1
Chowdhury, Mohammad Ashraful Ferdous
1
Cui, Meilan
1
Ding, Xiaoxu
1
Doğangün, Itir
1
Emami-Meybodi, Mehdi
1
Erer, Deniz
1
Erer, Elif
1
Faghih, Nezameddin
1
Ghani, Gairuzazmi
1
Gu, Rongbao
1
Guptha, Sivakiran
1
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Faculty of Business, Auckland University of Technology
1
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Physica A: Statistical Mechanics and its Applications
9
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
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1
International Journal of Global Energy Issues
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of emerging markets
1
International journal of transport economics : IJTE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal for Economic Forecasting
1
Journal of Risk and Financial Management
1
Journal of business & economics research
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Research in international business and finance
1
Technological forecasting & social change : an international journal
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Theoretical and applied economics : GAER review
1
Time and Fractals : Perspectives in Economics, Entrepreneurship, and Management
1
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ECONIS (ZBW)
25
RePEc
13
EconStor
2
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21
Dynamic relationship between stock market trading volumes and investor fear gauges movements
Cai, Yuxin
;
Hong, Jianqiao
- In:
Applied economics
51
(
2019
)
38
,
pp. 4218-4232
Persistent link: https://www.econbiz.de/10012196992
Saved in:
22
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
23
Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Yoon, Seong-min
- In:
Finance research letters
27
(
2018
),
pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
Saved in:
24
Fractal Analysis of the Gold Market in China
YIN, Kedong
;
ZHANG, Hengda
;
ZHANG, Wenbo
;
WEI, Qian
- In:
Journal for Economic Forecasting
(
2013
)
3
,
pp. 144-163
validation. With the
MF-DFA
method, the paper confirms the multifractal nature of the gold market and analyzes the factors that …
Persistent link: https://www.econbiz.de/10010702351
Saved in:
25
Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market
Lu, Xinsheng
;
Tian, Jie
;
Zhou, Ying
;
Li, Zhihui
-
Faculty of Business, Auckland University of Technology
-
2012
Based on the multifractal detrended fluctuation analysis (
MF-DFA
) and multifractal spectrum analysis, this paper …
Persistent link: https://www.econbiz.de/10010596143
Saved in:
26
Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market
Lu, Xinsheng
;
Tian, Jie
;
Zhou, Ying
;
Li, Zhihui
-
2012
Based on the multifractal detrended fluctuation analysis (
MF-DFA
) and multifractal spectrum analysis, this paper …
Persistent link: https://www.econbiz.de/10012624236
Saved in:
27
Multifractal characteristics in maritime economics volatility
Chen, Feier
;
Tian, Kang
;
Ding, Xiaoxu
;
Li, Tingyi
; …
- In:
International journal of transport economics : IJTE
44
(
2017
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011737330
Saved in:
28
Investigating stock market efficiency : a look at OIC member countries
Arshad, Shaista
;
Rizvi, Syed Aun Raza
;
Ghani, Gairuzazmi
; …
- In:
Research in international business and finance
36
(
2016
),
pp. 402-413
Persistent link: https://www.econbiz.de/10011594476
Saved in:
29
High and low or close to close prices? Evidence from the multifractal volatility
Liu, Zhichao
;
Ma, Feng
;
Long, Yujia
- In:
Physica A: Statistical Mechanics and its Applications
427
(
2015
)
C
,
pp. 50-61
-established phenomenon of “leverage effects” of the positive and negative returns. Moreover, using the
MF-DFA
method, we find that both the …
Persistent link: https://www.econbiz.de/10011209698
Saved in:
30
Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet
- In:
Journal of business & economics research
12
(
2014
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
Saved in:
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