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Silicon (Si) plays an essential role in the biogeochemistry of rivers. Despite decades of research, how damming, eutrophication and climate change alters the DSi abundance and flux is still poorly characterized. Here, we explore the long-term changes in Si transport by the Changjiang (Yangtze)...
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This paper analyzes the multifractality in Shanghai and Shenzhen stock markets using multifractal spectrum analysis and multifractal detrended fluctuation analysis. We find that the main source of multifractality is long-range correlations of large and small fluctuations. Then, we introduce a...
Persistent link: https://www.econbiz.de/10011059025
We apply the multifractal detrending moving average (MFDMA) to investigate and compare the efficiency and multifractality of 5-min high-frequency China Securities Index 300 (CSI 300). The results show that the CSI 300 market becomes closer to weak-form efficiency after the introduction of CSI...
Persistent link: https://www.econbiz.de/10010874426
In this paper, we investigate the Shanghai Interbank Offered Rate (SHIBOR) employing the chaos recognition and fractal analysis. We find that all interest rates of SHIBOR are chaotic systems with multifractal nature. The volatilities of the short-term interest rates are larger than the medium-...
Persistent link: https://www.econbiz.de/10010906990
In this paper, we propose an efficiency index and multifractality degree for financial markets, and investigate the dynamics of the relationship between the two indices for the Shanghai stock market employing the technique of rolling window. By using the DCCA cross-correlation coefficient, we...
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