Jiang, J.; Li, W.; Cai, X.; Wang, Qiuping A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 9, pp. 1893-1907
We investigate the statistical properties of the empirical data taken from the Chinese stock market during the time period from January, 2006 to July, 2007. By using the methods of detrended fluctuation analysis (DFA) and calculating correlation coefficients, we acquire the evidence of strong...