Zhuang, Xiaoyang; Wei, Yu; Zhang, Bangzheng - In: Physica A: Statistical Mechanics and its Applications 399 (2014) C, pp. 113-125
dynamic behavior employing multifractal detrended cross-correlation analysis. First, we find that the return series of carbon … multifractal detrended cross-correlation analysis, we find the existence of power-law cross-correlations between carbon and crude …