Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multifractal analysis of Chinese stock volatilities based on partition
  function approach   We have performed detailed multifractal analysis on the minutely volatility
of two indexes and 1139 stocks in the Chinese stock markets based on the
partition function approach. The partition function $\chi_q(s)$ scales as a
power law with respect to box size $s$. The scaling exponents $\tau(q)$ form a
nonlinear function of $q$. Statistical tests based on bootstrapping show that
the extracted multifractal nature is significant at the 1% significance level.
The individual securities can be well modeled by the $p$-model in turbulence
with $p = 0.40 \pm 0.02$. Based on the idea of ensemble averaging (including
quenched and annealed average), we treat each stock exchange as a whole and
confirm the existence of multifractal nature in the Chinese stock markets.

22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
15
The categories of this paper are: nucl-ex
28
The categories of this paper are: alg-geom
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th
18
The categories of this paper are: econ
25
The categories of this paper are: patt-sol
35
The categories of this paper are: mtrl-th
19
The categories of this paper are: eess
30
The categories of this paper are: q-alg
33
The categories of this paper are: plasm-ph
14
The categories of this paper are: math-ph
5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
32
The categories of this paper are: atom-ph