Work

Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant

Year: 2011

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2011.01.001

Authors: Yong-Ping Ruan, Wei-Xing Zhou

Institution: East China University of Science and Technology

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, Program for New Century Excellent Talents in University, Fundamental Research Funds for the Central Universities

Awards: G3961024539, 混业经营下金融风险的演化机理及其有效监管：基于风险与效率均衡的理论与实证研究

OpenAlex ID: W1510269140

FWCI: 12.1

Cites: 110

Cited by: 52

Related to: 10