Yuan, Ying; Zhuang, Xin-tian - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 2, pp. 511-518
a quadratic function. It is found that when the stock price index fluctuates sharply, a strong variability is clearly … characterized by the multifractal parameters and the quadratic function coefficients. This has led to a better understanding of … Shanghai stock price index time series in 2005 was investigated and the multifractal spectrum was fitted using a quadratic …
