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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/9/1/14 |
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