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Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm
Zhou, Weijie, Dang, Yaoguo, Gu, RongbaoVolume:
392
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2012.11.044
Date:
March, 2013
File:
PDF, 1.02 MB
english, 2013