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~person:"Wu, Chongfeng"
~subject:"Crude oil markets"
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Crude oil markets
ARCH model
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Detrended cross-correlations analysis
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Forecasting model
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Markov chain
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Volatilität
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Wu, Chongfeng
Kemfert, Claudia
4
Zaklan, Aleksandar
4
Ansari, Dawud
3
Zhang, Bing
3
Wang, Yudong
2
Wei, Yu
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Bilgin, Mehmet Huseyin
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Charles, Amélie
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International journal of forecasting
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Physica A: Statistical Mechanics and its Applications
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Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
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2
Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
- In:
Physica A: Statistical Mechanics and its Applications
390
(
2011
)
5
,
pp. 864-875
crude
oil
markets
. Moreover, for small time scales, the degree of short-term cross-correlations is higher than that of auto …
Persistent link: https://www.econbiz.de/10010589266
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