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Do the global grain spot markets exhibit multifractal nature? · Study

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ArticleDo the global grain spot markets exhibit multifractal nature?

Xing-Lu Gao2022

Article2022

Do the global grain spot markets exhibit multifractal nature?

Xing-Lu Gao · Ying-Hui Shao · Yan-Hong Yang · Wei‐Xing Zhou

48 citations·0/0 files stored·Chaos Solitons & Fractals

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

2002Multifractal detrended fluctuation analysis of nonstationary time series 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series 2001Effect of trends on detrended fluctuation analysis 2002Effect of nonstationarities on detrended fluctuation analysis 2008Multifractal detrended cross-correlation analysis for two nonstationary signals 2010Rethinking the global food crisis: The role of trade shocks 2010Detrending moving average algorithm for multifractals 2019Multifractal analysis of financial markets: a review

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Year2022

Typearticle

Published2022-09-19

VenueChaos Solitons & Fractals

ISSN-L0960-0779

Languageen

Citations48

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.chaos.2022.112663

openalex_workW4296337481

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