Multifractal Detrended Fluctuation Analysis Taiwan stock market
碩士 === 國立東華大學 === 物理學系 === 103 === We use the method of Multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis to analyze four stocks in Taiwan stock market in 2014 and the Taiwan stock exchange from August, 2013 to August, 2015. We observe multifractality...
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| Format: | Others |
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2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96123940314291340694 |