Multifractal analysis of Chinese stock volatilities based on the partition function approach
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DOI: 10.1016/j.physa.2008.04.028
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- Zhi-Qiang Jiang & Wei-Xing Zhou, 2008. "Multifractal analysis of Chinese stock volatilities based on partition function approach," Papers 0801.1710, arXiv.org, revised Feb 2008.
References listed on IDEAS
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Keywords
Econophysics; Multifractal analysis; Partition function approach; Quenched average; Annealed average; Bootstrapping; Stock markets;All these keywords.
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