Research Article
The Cross-Correlations between Foreign Flows in Chinese A-Share Markets and Uncertainties in Home Markets
Figure 11
Cross-correlation analysis and MF-DCCA analysis between the foreign flows after the implementation of Shenzhen-Hong Kong Stock Connect and VIX index. (a) Cross-correlation statistics . (b) Log-log plots of versus . (c) Generalized Hurst exponent of versus . (d) Renyi exponent of versus . (e) Multifractal spectrum versus .
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