Multifractal cross-correlation analysis in electricity spot market
Year of publication: |
2015
|
---|---|
Authors: | Fan, Qingju ; Li, Dan |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 429.2015, C, p. 17-27
|
Publisher: |
Elsevier |
Subject: | Multifractal cross-correlation analysis (MFCCA) | Generalized Hurst exponent | Scaling exponent |
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