Cross-Correlation Multifractal Analysis of Technological Innovation, Financial Market and Real Economy Indices

Cross-Correlation Multifractal Analysis of Technological Innovation, Financial Market and Real Economy Indices

Technological innovation, the financial market, and the real economy are mutually promoting and restricting. Considering the interference of market-noise information, this paper applies the wavelet-denoising method of the soft- and hard-threshold compromise functions to process the original informat...

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Bibliographic Details
Main Authors: Jinchuan Ke, Yu Duan, Chao Xu, Yue Zhang
Format: Article
Language:English
Published: MDPI AG 2023-03-01
Series:Fractal and Fractional
Subjects:
technological innovation
finance
real economy
multifractal
denoising
Online Access:https://www.mdpi.com/2504-3110/7/3/267

Internet

https://www.mdpi.com/2504-3110/7/3/267

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