Recent studies in the econophysics literature reveal that price variability has fractal and multifractal characteristics not only in developed financial markets, but also in emerging markets. Taking high-frequency intraday quotes of the Shanghai Stock Exchange Component (SSEC) Index as example,...

In this paper, we propose a new approach based on the multifractal volatility method (MFV) to study the contagion effect between the U.S. and Chinese stock markets. From recent studies, which reveal that multifractal characteristics exist in both developed and emerging financial markets,...

In this work, we study an inhomogeneous material, porous silicon (PS), using a supercell model and an s p3 s∗ tight-binding Hamiltonian. The interband non-vertical transitions are studied in two schemes, which consider different contributions within the intra-atomic approximation. The...