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Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets
16 references·2 citing·36 second hop
Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets (2009)Multifractal spectrum analysis of nonline…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate (2005)A multifractal detrended fluc…Multifractality in the stock market: price increments versus waiting times (2004)Multifractality in the stock …Multifractal properties of price fluctuations of stocks and commodities (2003)Multifractal properties of pr…Multifractal Hurst analysis of crude oil prices (2002)Multifractal Hurst analysis o…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…The variation of certain speculative prices (1997)The variation of certain spec…Fractal Market Analysis: Applying Chaos Theory to Investment and Economics (1994)Fractal Market Analysis: Appl…Chaos and order in the capital markets: a new view of cycles, prices, and market volatility (1992)Chaos and order in the capita…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Variation of Some Other Speculative Prices (1967)The Variation of Some Other S…The Random Character of Stock Market Prices. (1965)The Random Character of Stock…Theory of Speculation (1964)Theory of SpeculationThe Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Do the global grain spot markets exhibit multifractal nature? (2022)Do the global grain spot mark…Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition (2015)Multifractal features of EUA …Wavelets and multifractal formalism for singular signals: Application to turbulence data (1991)Multifractal random walk (2001)Forbidden patterns, permutation entropy and stock market inefficiency (2009)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)The Analysis of Economic Time-Series-Part I: Prices (1953)Filter Rules and Stock-Market Trading (1966)Capital market seasonality: The case of stock returns (1976)A Jump-Diffusion Model for Option Pricing (2002)Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models (2018)Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Wavelet versus detrended fluctuation analysis of multifractal structures (2006)Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)072103 (E50, M20) Option pricing by Esscher transforms (1995)A test for independence based on the correlation dimension (1996)Behavioral Finance and Its Implications for Stock-Price Volatility (1998)A case study on using neural networks to perform technical forecasting of forex (2000)Some comments on Hurst exponent and the long memory processes on capital markets (2008)On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic (2020)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
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References

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  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
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  • 1965The Random Character of Stock Market Prices.278 cited
  • 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach245 cited
  • 2002Multifractal Hurst analysis of crude oil prices187 cited
  • 2005A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate172 cited

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  • 2004Multifractality in the stock market: price increments versus waiting times159 cited
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    • 2015Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition49 cited
    • 2022Do the global grain spot markets exhibit multifractal nature?48 cited