Nonlinear Analysis of the U.S. Stock Market: From the Perspective of Multifractal Properties and Cross-Correlations with Comparisons

Nonlinear Analysis of the U.S. Stock Market: From the Perspective of Multifractal Properties and Cross-Correlations with Comparisons

This study investigates the multifractal properties of daily returns of the Standard and Poor’s 500 Index (SPX), the Dow Jones Industrial Average (DJI), and the Nasdaq Composite Index (IXIC), the three main indices representing the U.S. stock market, from 1 January 2005 to 1 November 2024. The multi...

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Bibliographic Details
Main Authors: Chenyu Han, Yingying Xu
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Fractal and Fractional
Subjects:
nonlinear analysis
multifractal properties
cross-correlations
U.S. stock market
Online Access:https://www.mdpi.com/2504-3110/9/2/73
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