Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives
Year of publication: |
2010
|
---|---|
Authors: | He, Ling-Yun ; Chen, Shu-Peng |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 16, p. 3218-3229
|
Publisher: |
Elsevier |
Subject: | Crude oil markets | Multifractality | MF-DFA | MF-SSA | Nonlinear temporal correlation | Non-Gaussian distribution |
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