Correlation analysis of multifractal stock price fluctuations based on partition function

Studying the correlation analysis of stock price fluctuations helps to understand market dynamics better and improve the scientific nature of investment decisions and risk management capabilities. Most existing methods use multifractals to explore the correlation between different economic entities....

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Detalhes bibliográficos
Principais autores: Huan Wang, Wei Song
Formato: Artigo
Idioma:English
Publicado em: Elsevier 2024-12-01
coleção:Journal of King Saud University: Computer and Information Sciences
Assuntos:
Acesso em linha:http://www.sciencedirect.com/science/article/pii/S1319157824003227