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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| 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 |