Non-linear characterization and trend identification of liquidity in China's new OTC stock market based on multifractal detrended fluctuation analysis

Autor: Yan, Ruzhen, Yue, Ding, Chen, Xudong, Wu, Xu
Zdroj: In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena October 2020 139
Databáze: ScienceDirect