Work

Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

Year: 2009

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2009.09.005

Authors: Yudong Wang, Li Liu, Rongbao Gu

Institution: Nanjing University of Finance and Economics

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2003677026

FWCI: 19.39

Cites: 34

Cited by: 230

Related to: 10