Work

Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

Year: 2010

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2010.11.017

Authors: Yudong Wang, Yu Wei, Chongfeng Wu

Institutions: Shanghai Jiao Tong University, Southwest Jiaotong 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 Natural Science Foundation of China, Program for New Century Excellent Talents in University, Fundamental Research Funds for the Central Universities

Awards: 典型事实下的金融市场风险测度方法研究, 分形市场分析、极值理论与金融传染的定量测度方法研究, 基于产业链的国家外汇储备多元化和国际资产配置研究, 金融市场的多分形波动率测度、模型及其应用研究

OpenAlex ID: W2004567286

FWCI: 20.41

Cites: 65

Cited by: 133

Related to: 10