Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis
Year of publication: |
2010
|
---|---|
Authors: | Gu, Rongbao ; Chen, Hongtao ; Wang, Yudong |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 14, p. 2805-2815
|
Publisher: |
Elsevier |
Subject: | Crude oil market | Multifractal detrended fluctuation analysis | Generalized Hurst exponent | Multifractality degree |
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