Work

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

Year: 2010

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2010.04.007

Authors: Ling-Yun He, Shu-Peng Chen

Institution: China Agricultural University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Chinese Universities Scientific Fund

OpenAlex ID: W1966995908

FWCI: 8.313

Cites: 29

Cited by: 75

Related to: 10