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Do the global grain spot markets exhibit multifractal nature?
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Do the global grain spot markets exhibit multifractal nature? (2022)Do the global grain spot markets exhibit …Multifractal analysis of financial markets: a review (2019)Multifractal analysis of fina…Multifractal detrending moving-average cross-correlation analysis (2011)Multifractal detrending movin…Rethinking the global food crisis: The role of trade shocks (2010)Rethinking the global food cr…Detrending moving average algorithm for multifractals (2010)Detrending moving average alg…Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Multi-scaling in finance (2007)Multi-scaling in financeQuantifying signals with power-law correlations: A comparative study of detrended fluctuation analysis and detrended moving average techniques (2005)Quantifying signals with powe…Effect of nonlinear filters on detrended fluctuation analysis (2005)Effect of nonlinear filters o…Time-dependent Hurst exponent in financial time series (2004)Time-dependent Hurst exponent…Multifractal properties of price fluctuations of stocks and commodities (2003)Multifractal properties of pr…Second-order moving average and scaling of stochastic time series (2002)Second-order moving average a…Multifractality in Asset Returns: Theory and Evidence (2002)Multifractality in Asset Retu…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Effect of nonstationarities on detrended fluctuation analysis (2002)Effect of nonstationarities o…Effect of trends on detrended fluctuation analysis (2001)Effect of trends on detrended…Fractals and Scaling in Finance (1997)On the Modeling of Financial Time Series (2014)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Introduction to Econophysics (1999)Detecting long-range correlations with detrended fluctuation analysis (2001)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)Fractional Differencing (1981)Noise Dressing of Financial Correlation Matrices (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Cross-correlations between volume change and price change (2009)Some long‐run properties of geophysical records (1969)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparison of detrending methods for fluctuation analysis (2008)Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)Limit order books (2013)A Note On Rising Food Prices (2008)Anatomy of a crisis: the causes and consequences of surging food prices (2008)How to Understand High Food Prices (2010)Assessing the evolving fragility of the global food system (2015)Impacts of COVID-19 on Trade and Economic Aspects of Food Security: Evidence from 45 Developing Countries (2020)Towards food supply chain resilience to environmental shocks (2020)Multiscale characteristics of the emerging global cryptocurrency marketEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average (2018)Multiscale characteristics of the emerging global cryptocurrency market (2020)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Statistical tests for power-law cross-correlated processes (2011)
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References

  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,704 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,498 cited
  • 2001Effect of trends on detrended fluctuation analysis1,298 cited
  • 2002Effect of nonstationarities on detrended fluctuation analysis958 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 2010Rethinking the global food crisis: The role of trade shocks598 cited
  • 2010Detrending moving average algorithm for multifractals440 cited
  • 2019Multifractal analysis of financial markets: a review429 cited
  • 2002Second-order moving average and scaling of stochastic time series408 cited
  • 2004Time-dependent Hurst exponent in financial time series403 cited
  • 2002Multifractality in Asset Returns: Theory and Evidence384 cited
  • 2007Multi-scaling in finance376 cited
  • 2011Multifractal detrending moving-average cross-correlation analysis375 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
  • 2005Quantifying signals with power-law correlations: A comparative study of detrended fluctuation analysis and detrended moving average techniques

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285 cited
  • 2005Effect of nonlinear filters on detrended fluctuation analysis243 cited
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