Matches in SemOpenAlex for { <https://semopenalex.org/work/W2022143041> ?p ?o ?g. }
- W2022143041 endingPage "407" @default.
- W2022143041 startingPage "399" @default.
- W2022143041 abstract "We test several non-linear characteristics of Asian stock markets, which indicates the failure of efficient market hypothesis and shows the essence of fractal of the financial markets. In addition, by using the method of detrended fluctuation analysis (DFA) to investigate the long range correlation of the volatility in the stock markets, we find that the crossover phenomena exist in the results of DFA. Further, in the region of small volatility, the scaling behavior is more complicated; in the region of large volatility, the scaling exponent is close to 0.5, which suggests the market is more efficient. All these results may indicate the possibility of characteristic multifractal scaling behaviors of the financial markets." @default.
- W2022143041 created "2016-06-24" @default.
- W2022143041 creator A5034044679 @default.
- W2022143041 creator A5036381296 @default.
- W2022143041 creator A5051009300 @default.
- W2022143041 date "2007-05-01" @default.
- W2022143041 modified "2023-09-30" @default.
- W2022143041 title "Non-linear characteristics and long-range correlations in Asian stock markets" @default.
- W2022143041 cites W1970151029 @default.
- W2022143041 cites W1996830571 @default.
- W2022143041 cites W2002286553 @default.
- W2022143041 cites W2017821362 @default.
- W2022143041 cites W2062289616 @default.
- W2022143041 cites W2069523214 @default.
- W2022143041 cites W2078412593 @default.
- W2022143041 cites W2089267649 @default.
- W2022143041 cites W2090431060 @default.
- W2022143041 cites W2124127726 @default.
- W2022143041 cites W2221831393 @default.
- W2022143041 cites W4231546411 @default.
- W2022143041 doi "https://doi.org/10.1016/j.physa.2006.12.011" @default.
- W2022143041 hasPublicationYear "2007" @default.
- W2022143041 type Work @default.
- W2022143041 sameAs 2022143041 @default.
- W2022143041 citedByCount "53" @default.
- W2022143041 countsByYear W20221430412012 @default.
- W2022143041 countsByYear W20221430412013 @default.
- W2022143041 countsByYear W20221430412014 @default.
- W2022143041 countsByYear W20221430412015 @default.
- W2022143041 countsByYear W20221430412016 @default.
- W2022143041 countsByYear W20221430412017 @default.
- W2022143041 countsByYear W20221430412018 @default.
- W2022143041 countsByYear W20221430412019 @default.
- W2022143041 countsByYear W20221430412020 @default.
- W2022143041 countsByYear W20221430412021 @default.
- W2022143041 countsByYear W20221430412022 @default.
- W2022143041 countsByYear W20221430412023 @default.
- W2022143041 crossrefType "journal-article" @default.
- W2022143041 hasAuthorship W2022143041A5034044679 @default.
- W2022143041 hasAuthorship W2022143041A5036381296 @default.
- W2022143041 hasAuthorship W2022143041A5051009300 @default.
- W2022143041 hasConcept C10138342 @default.
- W2022143041 hasConcept C106159729 @default.
- W2022143041 hasConcept C121332964 @default.
- W2022143041 hasConcept C121864883 @default.
- W2022143041 hasConcept C133905733 @default.
- W2022143041 hasConcept C134306372 @default.
- W2022143041 hasConcept C138885662 @default.
- W2022143041 hasConcept C149782125 @default.
- W2022143041 hasConcept C162324750 @default.
- W2022143041 hasConcept C166957645 @default.
- W2022143041 hasConcept C191897082 @default.
- W2022143041 hasConcept C19244329 @default.
- W2022143041 hasConcept C192562407 @default.
- W2022143041 hasConcept C204036174 @default.
- W2022143041 hasConcept C205649164 @default.
- W2022143041 hasConcept C21689155 @default.
- W2022143041 hasConcept C2524010 @default.
- W2022143041 hasConcept C2779343474 @default.
- W2022143041 hasConcept C2780299701 @default.
- W2022143041 hasConcept C2780388253 @default.
- W2022143041 hasConcept C33923547 @default.
- W2022143041 hasConcept C40636538 @default.
- W2022143041 hasConcept C41895202 @default.
- W2022143041 hasConcept C91602232 @default.
- W2022143041 hasConcept C99844830 @default.
- W2022143041 hasConceptScore W2022143041C10138342 @default.
- W2022143041 hasConceptScore W2022143041C106159729 @default.
- W2022143041 hasConceptScore W2022143041C121332964 @default.
- W2022143041 hasConceptScore W2022143041C121864883 @default.
- W2022143041 hasConceptScore W2022143041C133905733 @default.
- W2022143041 hasConceptScore W2022143041C134306372 @default.
- W2022143041 hasConceptScore W2022143041C138885662 @default.
- W2022143041 hasConceptScore W2022143041C149782125 @default.
- W2022143041 hasConceptScore W2022143041C162324750 @default.
- W2022143041 hasConceptScore W2022143041C166957645 @default.
- W2022143041 hasConceptScore W2022143041C191897082 @default.
- W2022143041 hasConceptScore W2022143041C19244329 @default.
- W2022143041 hasConceptScore W2022143041C192562407 @default.
- W2022143041 hasConceptScore W2022143041C204036174 @default.
- W2022143041 hasConceptScore W2022143041C205649164 @default.
- W2022143041 hasConceptScore W2022143041C21689155 @default.
- W2022143041 hasConceptScore W2022143041C2524010 @default.
- W2022143041 hasConceptScore W2022143041C2779343474 @default.
- W2022143041 hasConceptScore W2022143041C2780299701 @default.
- W2022143041 hasConceptScore W2022143041C2780388253 @default.
- W2022143041 hasConceptScore W2022143041C33923547 @default.
- W2022143041 hasConceptScore W2022143041C40636538 @default.
- W2022143041 hasConceptScore W2022143041C41895202 @default.
- W2022143041 hasConceptScore W2022143041C91602232 @default.
- W2022143041 hasConceptScore W2022143041C99844830 @default.
- W2022143041 hasIssue "2" @default.
- W2022143041 hasLocation W20221430411 @default.
- W2022143041 hasOpenAccess W2022143041 @default.
- W2022143041 hasPrimaryLocation W20221430411 @default.
- W2022143041 hasRelatedWork W1969863135 @default.
- W2022143041 hasRelatedWork W2040528702 @default.
- W2022143041 hasRelatedWork W2045325682 @default.