刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
出版时间:1 April 2017
年:2017
卷:471
期:Complete
页码:1-9
全文大小:1212 K
卷排序:471
文摘
The FPT probability of transaction to transaction data and its HOD are analyzed. HOD method is capable of fractionizing stock markets both in different regions and the same region. We test multifractal properties of financial time series based on HOD method successfully. We verify the validity and advantage of HOD method through comparing it with MF-DFA.