Joint multifractal analysis based on wavelet leaders

Zhi-Qiang Jiang, 2, 3, ∗ Yan-Hong Yang, 2, 3 Gang-Jin Wang, 4, † and Wei-Xing Zhou 2, 5, ‡ School of Business, East China University of Science and Technology, Shanghai 200237, China Research Center for Econophysics, East China University of Science and Technology, Shanghai 200237, China Department of Physics and Center for Polymer Studies, Boston University, Boston, MA 02215, USA Business School and Center of Finance and Investment Management, Hunan University, Changsha 410082, China Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China (Dated: November 4, 2016)