Results 61 to 70 of about 22,343 (210)

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

, 2011
Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and ...
Admati, Bouchaud, Bouchaud, Cajueiro, Challet, Chan, Cont, Dacorogna, Daniels, Eguiluz, Farmer, Farmer, Giardina, Gopikrishnan, Gu, Gu, Guang Chen, Halsey, Harris, Horvatic, Huang, Jiang, Laloux, Li-Xin Zhong, Lillo, Lillo, Liu, Lux, Mantegna, Mcinish, Mike, Miskiewicz, Moyano, Ni, Peng, Peng, Plerou, Podobnik, Podobnik, Podobnik, Potters, Qiu, Qiu, Qiu, Ren, Roll, Stauffer, Stoll, Tenenbaum, Tian Qiu, Tóth, Tóth, Wang, Wei, Wood, Xiao-Run Wu, Zhao, Zhou, Zhou, Zhou, Zunino   +60 more
core   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Interplay Between Green Investment and Market Price Premia in Global Shipping

International Journal of Finance &Economics, EarlyView.
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi, Nikos C. Papapostolou, Malvina Marchese, Ioannis C. Moutzouris, Angelos Efstathiou   +4 more
wiley   +1 more source

Integrating Multifractal Features into Machine Learning for Improved Prediction

Fractal and Fractional
This study investigates the multifractal characteristics of the tanker freight market from 1998 to 2024. Using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrending moving average (MF-DMA), we analyze temporal correlations and ...
Feier Chen, Yi Sha, Huaxiao Ji, Kaitai Peng, Xiaofeng Liang   +4 more
doaj   +1 more source

Analysis of normal human retinal vascular network architecture using multifractal geometry

International Journal of Ophthalmology, 2017
AIM: To apply the multifractal analysis method as a quantitative approach to a comprehensive description of the microvascular network architecture of the normal human retina.
Ştefan Ţălu, Sebastian Stach, Dan Mihai Călugăru, Carmen Alina Lupaşcu, Simona Delia Nicoară   +4 more
doaj   +1 more source

Tool Embodiment Is Reflected in Movement Multifractal Nonlinearity

Fractal and Fractional, 2022
Recent advances in neuroscience have linked dynamical systems theory to cognition. The main contention is that extended cognition relies on a unitary brain-body-tool system showing the expected signatures of interaction-dominance reflected in a ...
Yvan Pratviel, Veronique Deschodt-Arsac, Florian Larrue, Laurent M. Arsac   +3 more
doaj   +1 more source

Long-range memory and multifractality in gold markets

, 2015
Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied.
Mali, Provash, Mukhopadhyay, Amitabha
core   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Nonlinear and multifractal behaviour of atmospheric parameters and particulate matter in South Africa

Discover Geoscience
This study investigates the nonlinear and multifractal behavior of atmospheric parameters and particulate matter (PM10) in South Africa. We employed nonlinear techniques such as Sample Entropy, Lyapunov Exponent, and Correlation Dimension, alongside ...
Samuel Ogunjo, Joshua Akinsusi, Adedayo Adelakun, Ibiyinka Fuwape   +3 more
doaj   +1 more source

Multifractal analysis of DNA [PDF]

Conference Proceedings. IEEE Canadian Conference on Electrical and Computer Engineering (Cat. No.98TH8341), 2002
This paper presents a multifractal analsyis technique for deoxyribonucleic acid (DNA). A brief overview of sequencing and multifractal measures is given along with multifractal spectrum data. Fractal characterization is shown to have high potential as a valuable tool in DNA analysis.
R. Rifaat, W. Kinsner, P. McAlpine
openaire   +1 more source