Efficiency of crude oil futures markets : new evidence from multifractal detrending moving average analysis
Yudong Wang; Chongfeng Wu
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Yudong ; Wu, Chongfeng |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 42.2013, 4, p. 393-414
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| Subject: | Crude oil futures market | Market efficiency | Long-range dependence | Multiscaling | MF-DMA | Rohstoffderivat | Commodity derivative | Effizienzmarkthypothese | Efficient market hypothesis | Erdöl | Petroleum | Ölmarkt | Oil market | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price | Warenbörse | Commodity exchange | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010249882