Chen, Yufeng; Yu, Jian - In: International Journal of Global Energy Issues 35 (2011) 2/3/4, pp. 275-286
In light of the continual substantial divergences between mainstream economics and econophysics in regard to the market efficiency of international oil price volatility, a model based on multifractal detrended fluctuation analysis is built up to conduct an in-depth research into the validity and...