Multifractal Fluctuation Analysis of Correlations Between the Sector Stock Markets in China and the US

Feng, YS; Wang, HY

Wang, HY (corresponding author), Nanjing Univ Finance & Econ, Sch Appl Math, Nanjing 210023, Peoples R China.

FLUCTUATION AND NOISE LETTERS, 2021; 20 (4):

Abstract

With the rapid development of economic globalization, the stock markets in China and the US are increasingly linked. The fluctuation features and cros......

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