Asymmetric Fractal Characteristics and Market Efficiency Analysis of Style Stock Indices

As a typical complex system, the stock market has attracted the attention of scholars and investors to comprehensively understand its fractal characteristics and analyze its market efficiency. Firstly, this paper proposes an asymmetric, detrended fluctuation analysis based on overlapping sliding win...

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Detalles Bibliográficos
Autores principales: Xu, Chao, Ke, Jinchuan, Peng, Zhikai, Fang, Wen, Duan, Yu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9319125/
https://www.ncbi.nlm.nih.gov/pubmed/35885191
http://dx.doi.org/10.3390/e24070969

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9319125/
https://www.ncbi.nlm.nih.gov/pubmed/35885191
http://dx.doi.org/10.3390/e24070969

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