---
title: Multiscale Dynamics in Chinese Financial Markets
url: https://www.ml-quant.com/papers/repec/taf-tjorxx-v-76-y-2025-i-1-p-97-110/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:tjorxx:v:76:y:2025:i:1:p:97-110
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2329156%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A97-110
featured: 2025-02-19
citations: unknown
topic: Econometrics & Forecasting
---


# Multiscale Dynamics in Chinese Financial Markets

The paper introduces a new statistical machine learning method for breaking down and analyzing complex time series, proving its effectiveness on financial data from the COVID-19 pandemic, suggesting it could replace traditional methods.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2024.2329156%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A76%3Ay%3A2025%3Ai%3A1%3Ap%3A97-110
- Identifier: RePEc:taf:tjorxx:v:76:y:2025:i:1:p:97-110
- Released: 2025-02-19
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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