Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market
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- Wang, Yudong & Wei, Yu & Wu, Chongfeng, 2011. "Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 817-827.
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KeywordsMultifractality; Stock index futures; MF-DFA; Generalized Hurst exponent;
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