Work

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

Year: 2011

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2010.11.005

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

Funders: National Science Foundation, Program for New Century Excellent Talents in University

OpenAlex ID: W2001026352

FWCI: 22.74

Cites: 12

Cited by: 143

Related to: 10