Work

Price–volume multifractal analysis and its application in Chinese stock markets

Year: 2012

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2012.01.034

Authors: Ying Yuan, Xin-tian Zhuang, Zhi-ying Liu

Institution: Northeastern University

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

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G1285457459, 基于多重分形的金融市场极端波动行为研究及智能预报, G6982196186

OpenAlex ID: W2018049097

FWCI: 26.69

Cites: 40

Cited by: 97

Related to: 10