Liu, Li; Wang, Yudong; Wan, Jieqiu - In: International Review of Financial Analysis 19 (2010) 4, pp. 237-241
This paper extends the work in Wang, Liu and Gu (2009) [Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. International Review of Financial Analysis, 18, 271-276] by investigating the dynamics of two main sources of multifractality over time....