Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets
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DOI: 10.1007/s10614-023-10526-9
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More about this item
Keywords
Asian stock markets; Bitcoin; High frequency; Hurst exponent; A-MF-DFA;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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