Multifractal Detrended Analysis Method and Its Application in Financial Markets

Chapter 1 Introduction.- Chapter 2 Long Memory Methods and Comparative Analysis.- Chapter 3 Multifractal Detrended Fluctuation Analysis (MF-DFA).- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA).- Chapter 5 Asymmetric Multifractal Detrended Fluctuation Analysis (MF-ADFA).- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA).- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient.- Chapter 8 Simulation - Taking DMCA as an Example.- Chapter 9 Multifractal Dentrend Method with Different Filtering.- Chapter 10 Risk Analysis Based on Multifractal Detrended Method.

Guangxi Cao:Prof. Dr. Cao is a professor in the School of Economics and Management at Nanjing University of Information Science & Technology and a post-doctor in the School of Finance at Shanghai University of Finance and Economics. His main research is on financial empirical analysis and management, econometric and management. Since 2007, he has published 70 papers in some international publications such as Physica A, NLA AMC Emerging Markets Finance and Trade, and so on, and in some domestic core journals such as China Management Science, Management Science, Application of Statistics and Management, Systems Engineering, and so on, involving the field of financial market, carbon emission and technology innovation. Furthermore, he has published two books. Now, his research group is undertake several projects from National natural Science Foundation of China (No. 71371100), the Humanities and Social Sciences Fund sponsored by the Ministry of Education of the People's Republic of China (No. 13YJCZH007), and other projects of province.
Ling-Yun He: Prof. Dr. He is a full professor in applied economics at JiNan University, and serves as an adjunct/affiliate Professor at many Chinese leading universities, such as China Agricultural University, Nanjing University of Information Science and Technology, and Beijing Institute of Technology. His expertise includes energy economics, environmental regulations and policies, computational economics, etc. He published over 80 academic papers in internationally recognized or domestically top-tier peer-reviewed journals, such as Energy Economics, China Economic Review, Transportation Research D, Computational Economics, Transport Policy, Energy Policy, Economic Research Journal. He received many national or provincial level awards, like "New Century Excellent Talents in University" award by the Ministry of Education of the People's Republic of China in 2011, and "Beijing Outstanding Talent in the Social Sciences in the New