Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets

Title
Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets
Authors
Keywords
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Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 392, Issue 7, Pages 1659-1670
Publisher
Elsevier BV
Online
2012-12-22
DOI
10.1016/j.physa.2012.12.010

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