Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil
Year of publication: |
2011
|
---|---|
Authors: | Wang, Yudong ; Wei, Yu ; Wu, Chongfeng |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 5, p. 864-875
|
Publisher: |
Elsevier |
Subject: | Crude oil markets | Detrended fluctuation analysis | Detrended cross-correlations analysis | Multifractal |
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