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...
