Multifractal analysis of realized volatilities in Chinese stock market

Gespeichert in:

Autor*in:	Liu, Yufang [verfasserIn] Zhang, Weiguo [verfasserIn] Fu, Junhui [verfasserIn] Wu, Xiang [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2020

Übergeordnetes Werk:	Enthalten in: Computational economics - Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988, 56(2020), 2 vom: Aug., Seite 319-336
Übergeordnetes Werk:	volume:56 ; year:2020 ; number:2 ; month:08 ; pages:319-336

Links:	Link aufrufen Link aufrufen

DOI / URN:	10.1007/s10614-019-09920-z

Katalog-ID:	1732487820

Internformat


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912			\|a GBV_USEFLAG_U
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912			\|a ISIL_DE-206
912			\|a SYSFLAG_1
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912			\|a GBV_ILN_20
912			\|a GBV_ILN_22
912			\|a GBV_ILN_23
912			\|a GBV_ILN_24
912			\|a GBV_ILN_31
912			\|a GBV_ILN_32
912			\|a GBV_ILN_39
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_74
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_101
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_120
912			\|a GBV_ILN_138
912			\|a GBV_ILN_150
912			\|a GBV_ILN_151
912			\|a GBV_ILN_152
912			\|a GBV_ILN_161
912			\|a GBV_ILN_170
912			\|a GBV_ILN_171
912			\|a GBV_ILN_187
912			\|a GBV_ILN_213
912			\|a GBV_ILN_224
912			\|a GBV_ILN_230
912			\|a GBV_ILN_250
912			\|a GBV_ILN_281
912			\|a GBV_ILN_285
912			\|a GBV_ILN_293
912			\|a GBV_ILN_370
912			\|a GBV_ILN_602
912			\|a GBV_ILN_636
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2004
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2008
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2031
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2037
912			\|a GBV_ILN_2038
912			\|a GBV_ILN_2039
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2049
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2056
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2064
912			\|a GBV_ILN_2065
912			\|a GBV_ILN_2068
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2093
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2107
912			\|a GBV_ILN_2108
912			\|a GBV_ILN_2110
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2112
912			\|a GBV_ILN_2113
912			\|a GBV_ILN_2118
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2144
912			\|a GBV_ILN_2147
912			\|a GBV_ILN_2148
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2153
912			\|a GBV_ILN_2188
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2446
912			\|a GBV_ILN_2470
912			\|a GBV_ILN_2472
912			\|a GBV_ILN_2507
912			\|a GBV_ILN_2522
912			\|a GBV_ILN_2548
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4242
912			\|a GBV_ILN_4246
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4251
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4328
912			\|a GBV_ILN_4333
912			\|a GBV_ILN_4334
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4336
912			\|a GBV_ILN_4338
912			\|a GBV_ILN_4393
912			\|a GBV_ILN_4700
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952			\|d 56 \|j 2020 \|e 2 \|c 8 \|h 319-336
980			\|2 26 \|1 01 \|x 0206 \|b 3754040421 \|y x1z \|z 15-09-20
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982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a Sliding window MF-DMA
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a Log-normal multifractal model
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a Realized volatility

Indexfelder

author_variant	y l yl w z wz j f jf x w xw
matchkey_str	article:15729974:2020----::utfatlnlssfelzdoaiiisn
hierarchy_sort_str	2020
publishDate	2020
allfields	10.1007/s10614-019-09920-z doi (DE-627)1732487820 (DE-599)KXP1732487820 (DE-He213)s10614-019-09920-z-e DE-627 ger DE-627 rda eng Liu, Yufang verfasserin (DE-588)1218545429 (DE-627)173389893X aut Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Zhang, Weiguo verfasserin (DE-588)1033310468 (DE-627)740851543 (DE-576)380893568 aut Fu, Junhui verfasserin (DE-588)1023993899 (DE-627)719028299 (DE-576)367808757 aut Wu, Xiang verfasserin (DE-588)121854547X (DE-627)1733899014 aut Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 56(2020), 2 vom: Aug., Seite 319-336 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:56 year:2020 number:2 month:08 pages:319-336 https://link.springer.com/content/pdf/10.1007/s10614-019-09926-7.pdf Verlag lizenzpflichtig https://doi.org/10.1007/s10614-019-09920-z Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 56 2020 2 8 319-336 26 01 0206 3754040421 x1z 15-09-20 26 00 DE-206 56 Multifractality 26 00 DE-206 56 Sliding window MF-DMA 26 00 DE-206 56 Log-normal multifractal model 26 00 DE-206 56 Realized volatility
spelling	10.1007/s10614-019-09920-z doi (DE-627)1732487820 (DE-599)KXP1732487820 (DE-He213)s10614-019-09920-z-e DE-627 ger DE-627 rda eng Liu, Yufang verfasserin (DE-588)1218545429 (DE-627)173389893X aut Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Zhang, Weiguo verfasserin (DE-588)1033310468 (DE-627)740851543 (DE-576)380893568 aut Fu, Junhui verfasserin (DE-588)1023993899 (DE-627)719028299 (DE-576)367808757 aut Wu, Xiang verfasserin (DE-588)121854547X (DE-627)1733899014 aut Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 56(2020), 2 vom: Aug., Seite 319-336 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:56 year:2020 number:2 month:08 pages:319-336 https://link.springer.com/content/pdf/10.1007/s10614-019-09926-7.pdf Verlag lizenzpflichtig https://doi.org/10.1007/s10614-019-09920-z Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 56 2020 2 8 319-336 26 01 0206 3754040421 x1z 15-09-20 26 00 DE-206 56 Multifractality 26 00 DE-206 56 Sliding window MF-DMA 26 00 DE-206 56 Log-normal multifractal model 26 00 DE-206 56 Realized volatility
allfields_unstemmed	10.1007/s10614-019-09920-z doi (DE-627)1732487820 (DE-599)KXP1732487820 (DE-He213)s10614-019-09920-z-e DE-627 ger DE-627 rda eng Liu, Yufang verfasserin (DE-588)1218545429 (DE-627)173389893X aut Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Zhang, Weiguo verfasserin (DE-588)1033310468 (DE-627)740851543 (DE-576)380893568 aut Fu, Junhui verfasserin (DE-588)1023993899 (DE-627)719028299 (DE-576)367808757 aut Wu, Xiang verfasserin (DE-588)121854547X (DE-627)1733899014 aut Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 56(2020), 2 vom: Aug., Seite 319-336 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:56 year:2020 number:2 month:08 pages:319-336 https://link.springer.com/content/pdf/10.1007/s10614-019-09926-7.pdf Verlag lizenzpflichtig https://doi.org/10.1007/s10614-019-09920-z Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 56 2020 2 8 319-336 26 01 0206 3754040421 x1z 15-09-20 26 00 DE-206 56 Multifractality 26 00 DE-206 56 Sliding window MF-DMA 26 00 DE-206 56 Log-normal multifractal model 26 00 DE-206 56 Realized volatility
allfieldsGer	10.1007/s10614-019-09920-z doi (DE-627)1732487820 (DE-599)KXP1732487820 (DE-He213)s10614-019-09920-z-e DE-627 ger DE-627 rda eng Liu, Yufang verfasserin (DE-588)1218545429 (DE-627)173389893X aut Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Zhang, Weiguo verfasserin (DE-588)1033310468 (DE-627)740851543 (DE-576)380893568 aut Fu, Junhui verfasserin (DE-588)1023993899 (DE-627)719028299 (DE-576)367808757 aut Wu, Xiang verfasserin (DE-588)121854547X (DE-627)1733899014 aut Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 56(2020), 2 vom: Aug., Seite 319-336 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:56 year:2020 number:2 month:08 pages:319-336 https://link.springer.com/content/pdf/10.1007/s10614-019-09926-7.pdf Verlag lizenzpflichtig https://doi.org/10.1007/s10614-019-09920-z Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 56 2020 2 8 319-336 26 01 0206 3754040421 x1z 15-09-20 26 00 DE-206 56 Multifractality 26 00 DE-206 56 Sliding window MF-DMA 26 00 DE-206 56 Log-normal multifractal model 26 00 DE-206 56 Realized volatility
allfieldsSound	10.1007/s10614-019-09920-z doi (DE-627)1732487820 (DE-599)KXP1732487820 (DE-He213)s10614-019-09920-z-e DE-627 ger DE-627 rda eng Liu, Yufang verfasserin (DE-588)1218545429 (DE-627)173389893X aut Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu 2020 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Zhang, Weiguo verfasserin (DE-588)1033310468 (DE-627)740851543 (DE-576)380893568 aut Fu, Junhui verfasserin (DE-588)1023993899 (DE-627)719028299 (DE-576)367808757 aut Wu, Xiang verfasserin (DE-588)121854547X (DE-627)1733899014 aut Enthalten in Computational economics Dordrecht [u.a.] : Springer Science + Business Media B.V., 1988 56(2020), 2 vom: Aug., Seite 319-336 Online-Ressource (DE-627)270427546 (DE-600)1477445-8 (DE-576)121190374 1572-9974 nnns volume:56 year:2020 number:2 month:08 pages:319-336 https://link.springer.com/content/pdf/10.1007/s10614-019-09926-7.pdf Verlag lizenzpflichtig https://doi.org/10.1007/s10614-019-09920-z Resolving-System lizenzpflichtig GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_101 GBV_ILN_105 GBV_ILN_110 GBV_ILN_120 GBV_ILN_138 GBV_ILN_150 GBV_ILN_151 GBV_ILN_152 GBV_ILN_161 GBV_ILN_170 GBV_ILN_171 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_250 GBV_ILN_281 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2008 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2031 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2039 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2093 GBV_ILN_2106 GBV_ILN_2107 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2188 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2446 GBV_ILN_2470 GBV_ILN_2472 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_2548 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4246 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4328 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4393 GBV_ILN_4700 AR 56 2020 2 8 319-336 26 01 0206 3754040421 x1z 15-09-20 26 00 DE-206 56 Multifractality 26 00 DE-206 56 Sliding window MF-DMA 26 00 DE-206 56 Log-normal multifractal model 26 00 DE-206 56 Realized volatility
language	English
source	Enthalten in Computational economics 56(2020), 2 vom: Aug., Seite 319-336 volume:56 year:2020 number:2 month:08 pages:319-336
sourceStr	Enthalten in Computational economics 56(2020), 2 vom: Aug., Seite 319-336 volume:56 year:2020 number:2 month:08 pages:319-336
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institution	findex.gbv.de
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sw_local_iln_str_mv	26:Multifractality DE-206:Multifractality 26:Sliding window MF-DMA DE-206:Sliding window MF-DMA 26:Log-normal multifractal model DE-206:Log-normal multifractal model 26:Realized volatility DE-206:Realized volatility
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container_title	Computational economics
authorswithroles_txt_mv	Liu, Yufang @@aut@@ Zhang, Weiguo @@aut@@ Fu, Junhui @@aut@@ Wu, Xiang @@aut@@
publishDateDaySort_date	2020-08-01T00:00:00Z
hierarchy_top_id	270427546
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language_de	englisch
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author	Liu, Yufang
spellingShingle	Liu, Yufang 26 Multifractality 26 Sliding window MF-DMA 26 Log-normal multifractal model 26 Realized volatility Multifractal analysis of realized volatilities in Chinese stock market
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topic_title	26 00 DE-206 56 Multifractality 26 00 DE-206 56 Sliding window MF-DMA 26 00 DE-206 56 Log-normal multifractal model 26 00 DE-206 56 Realized volatility Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu
topic	26 Multifractality 26 Sliding window MF-DMA 26 Log-normal multifractal model 26 Realized volatility
topic_unstemmed	26 Multifractality 26 Sliding window MF-DMA 26 Log-normal multifractal model 26 Realized volatility
topic_browse	26 Multifractality 26 Sliding window MF-DMA 26 Log-normal multifractal model 26 Realized volatility
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title	Multifractal analysis of realized volatilities in Chinese stock market
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title_full	Multifractal analysis of realized volatilities in Chinese stock market Yufang Liu, Weiguo Zhang, Junhui Fu, Xiang Wu
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title_sort	multifractal analysis of realized volatilities in chinese stock market
title_auth	Multifractal analysis of realized volatilities in Chinese stock market
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title_short	Multifractal analysis of realized volatilities in Chinese stock market
url	https://link.springer.com/content/pdf/10.1007/s10614-019-09926-7.pdf https://doi.org/10.1007/s10614-019-09920-z
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author2	Zhang, Weiguo Fu, Junhui Wu, Xiang
author2Str	Zhang, Weiguo Fu, Junhui Wu, Xiang
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GND_txt_mv	Liu, Y. Yufang, Liu Liu Yufang Liu, Yufang Zhang, W. 张, 卫国 Zhang Weiguo Weiguo, Zhang Zhang, Weiguo Junhui, Fu Junhui Fu Fu, Junhui Wu, X. Wu Xiang Xiang, Wu Wu, Xiang
GND_txtF_mv	Liu, Y. Yufang, Liu Liu Yufang Liu, Yufang Zhang, W. 张, 卫国 Zhang Weiguo Weiguo, Zhang Zhang, Weiguo Junhui, Fu Junhui Fu Fu, Junhui Wu, X. Wu Xiang Xiang, Wu Wu, Xiang
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doi_str	10.1007/s10614-019-09920-z
up_date	2024-07-04T09:24:31.014Z
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Multifractal analysis of realized volatilities in Chinese stock market

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