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A quadratic function fitting 1 Multifractal 1 Stock price index fluctuation 1
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Yuan, Ying 1 Zhuang, Xin-tian 1
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Physica A: Statistical Mechanics and its Applications 1
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Multifractal description of stock price index fluctuation using a quadratic function fitting
Yuan, Ying; Zhuang, Xin-tian - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 2, pp. 511-518
In order to obtain a quantitative multifractal characterization of the stock price index, the multifractal spectrum of Shanghai stock price index time series in 2005 was investigated and the multifractal spectrum was fitted using a quadratic function. A sliding window of 240 frequency data in 5...
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