Multifractal detrended cross-correlations between WTI crude oil price fluctuations and investor fear gauges
Yuxin Cai and Yongping Ren
| Year of publication: |
2019
|
|---|---|
| Authors: | Cai, Yuxin ; Ren, Yongping |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 7, p. 587-593
|
| Subject: | Cross-correlations | fear gauges | MF-DCCA | WTI | Ölpreis | Oil price | Volatilität | Volatility | Welt | World | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1488044 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204279