Wang, Hui; Xiang, Luojie; Pandey, R.B. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 12, pp. 3496-3502
A multifractal, detrended fluctuation approach is used to analyze the growth enterprise market (GEM) in China involving a range of correlations in fluctuations of share prices (fat tail), persistent and anti-persistent states. Our analysis exhibits company-specific multifractal characteristics,...