Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets
Walid Mensi, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2024
|
|---|---|
| Authors: | Mensi, Walid ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 6, p. 3207-3242
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| Subject: | A-MF-DFA | Asian stock markets | Bitcoin | High frequency | Hurst exponent | Hongkong | Hong Kong | Aktienmarkt | Stock market | China | Volatilität | Volatility | Börsenkurs | Share price | Asien | Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10526-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015144197