基于EMD-MF-DCCA方法的非对称多重分形相关性研究——以深圳、上海股市为例
张红梅, 王沁, 汪玲, 董鑫
Asymmetric Multifractal Correlation Based on EMD-MF-DCCA Method: A Case Study of Shenzhen and Shanghai Stock Markets
ZHANG Hongmei, WANG Qin, WANG Ling, DONG Xin
运筹与管理
.
2023, (8): 181
-186
.
DOI: 10.12005/orms.2023.0268
