An, Haizhong; Gao, Xiangyun; Fang, Wei; Huang, Xuan; … - In: Physica A: Statistical Mechanics and its Applications 393 (2014) C, pp. 382-390
Autocorrelation exists in the crude oil price due to price inertia, the cobweb theorem, model errors, etc. Many researchers have studied the fluctuation of the crude oil price, but few have focused on the autocorrelation fluctuation in crude oil prices. Exploring the fluctuating rules of...