Management Science and Engineering
Multifractal Detrended Flucutation Approach for the ETF in Chinese Market
Abstract
This paper presents a empirical research based on multifractal detrended flucutation on ETF fund in China. Our analysis exhibits multifractal characteristics for ETF in china, The results show more comprehensive picture of ETF performance appraisal and hence a complement to traditional risk approach.
Key words: Multifractal Detrended Fluctuation Approach;Singularity Exponent; Singularity Spectrum; Etf Fund
Keywords
DOI: http://dx.doi.org/10.3968/j.mse.1913035X20120601.2010
Refbacks
- There are currently no refbacks.
Copyright (c)
Share us to: 
Reminder
We are currently accepting submissions via email only.
The registration and online submission functions have been disabled.
Please send your manuscripts to [email protected]，or [email protected] for consideration.
We look forward to receiving your work.
We only use three mailboxes as follows to deal with issues about paper acceptance, payment and submission of electronic versions of our journals to databases:
[email protected]; [email protected]; [email protected]
Articles published in Management Science and Engineering are licensed under Creative Commons Attribution 4.0 (CC-BY).
MANAGEMENT SCIENCE AND ENGINEERING Editorial Office
Address:1055 Rue Lucien-L'Allier, Unit #772, Montreal, QC H3G 3C4, Canada.
Telephone: 1-514-558 6138
Http://www.cscanada.net Http://www.cscanada.org
Copyright © 2010 Canadian Research & Development Centre of Sciences and Cultures 
