Correlation analysis of multifractal stock price fluctuations based on partition function

Studying the correlation analysis of stock price fluctuations helps to understand market dynamics better and improve the scientific nature of investment decisions and risk management capabilities. Most existing methods use multifractals to explore the correlation between different economic entities....

Full description

Saved in:
Bibliographic Details
Main Authors: Huan Wang, Wei Song
Format: Article
Language:English
Published: Elsevier 2024-12-01
Series:Journal of King Saud University: Computer and Information Sciences
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S1319157824003227
Tags: Add Tag
No Tags, Be the first to tag this record!