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Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives · Study

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ArticleAre crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

Ling‐Yun He2010

Article2010

Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

75 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Market Dynamics and Volatility Statistical Mechanics and Entropy

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References

1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics 1967The Variation of Some Other Speculative Prices 1992Chaos and order in the capital markets: a new view of cycles, prices, and market volatility 2003Multifractal properties of price fluctuations of stocks and commodities 2005Long-term persistence and multifractality of river runoff records: Detrended fluctuation studies 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach

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2008Multifractal analysis of streamflow records of the East River basin (Pearl River), China

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Year2010

Typearticle

Published2010-04-26

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations75

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2010.04.007

openalex_workW1966995908

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