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Search: subject:"MF-DXA"
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MF-DXA
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Chinese stock index
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Hu, Yiming
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Shang, Pengjian
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Shi, Wenbin
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Wang, Qing
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Zhao, Xiaojun
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Physica A: Statistical Mechanics and its Applications
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Cross-correlation between interest rates and commodity prices
Wang, Qing
;
Hu, Yiming
- In:
Physica A: Statistical Mechanics and its Applications
428
(
2015
)
C
,
pp. 80-89
statistic of Podobnik et al. (2009), we find that the cross-correlations are all significant. Using the MF-DFA and
MF-DXA
…
Persistent link: https://www.econbiz.de/10011209673
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2
Multifractal cross-correlation spectra analysis on Chinese stock markets
Zhao, Xiaojun
;
Shang, Pengjian
;
Shi, Wenbin
- In:
Physica A: Statistical Mechanics and its Applications
402
(
2014
)
C
,
pp. 84-92
detrended cross-correlation analysis (
MF-DXA
) appears to be one of the most effective methods in detecting long-range cross …
Persistent link: https://www.econbiz.de/10010873003
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