He, Xiaoli; Wang, Hongwu; Du, Ziping - In: Physica A: Statistical Mechanics and its Applications 414 (2014) C, pp. 76-85
This paper employs multifractal detrended fluctuation analysis (MF-DFA) approach to analyze the complexity and fractal structures of China Securities Index 300 (CSI300), which covers the period from April 5, 2006 to May 9, 2014. Through comparing the statistic properties before and after the...