Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market
Year of publication: |
2012-10
|
---|---|
Authors: | Lu, Xinsheng ; Tian, Jie ; Zhou, Ying ; Li, Zhihui |
Institutions: | Faculty of Business, Auckland University of Technology |
Subject: | Multifractality | Stock index futures | MF-DFA | Generalized Hurst exponent |
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