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Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.<\/jats:p>","DOI":"10.1142\/s0218127416300044","type":"journal-article","created":{"date-parts":[[2016,3,10]],"date-time":"2016-03-10T03:26:20Z","timestamp":1457580380000},"page":"1630004","source":"Crossref","is-referenced-by-count":6,"title":["Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System"],"prefix":"10.1142","volume":"26","author":[{"given":"Hongli","family":"Niu","sequence":"first","affiliation":[{"name":"Institute of Financial Mathematics and Financial Engineering, School of Science, Beijing Jiaotong University, Beijing 100044, P. R. 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