Multifractal Characteristics and Information Flow Analysis of Stock Markets Based on Multifractal Detrended Cross-Correlation Analysis and Transfer Entropy

Understanding cross-correlation and information flow between stocks is crucial for stock market analysis. However, traditional methods often struggle to capture financial markets’ complex and multifaceted dynamics. This paper presents a robust combination of techniques, integrating three advanced me...

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Bibliographic Details
Main Authors: Wenjuan Zhou, Jingjing Huang, Maofa Wang
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/9/1/14
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