The MFCCA algorithm and its application in financial market: A new view of multifractal extension of DCCA
DA Tingting
1.Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026, China; 2.Department of Materials Science and Engineering, University of Science and Technology of China, Hefei 230026, China
DA Tingting, ZHANG Shuguang, DA Cheng. The MFCCA algorithm and its application in financial market: A new view of multifractal extension of DCCA[J]. Journal of University of Science and Technology of China, 2015, 45(8): 683-691.