Work

Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition

Year: 2015

Type: article

Source: Chaos Solitons & Fractals

DOI: 10.1016/j.chaos.2015.12.010

Authors: Guangxi Cao, Wei Xu

Institution: Nanjing University of Information Science and Technology

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, Ministry of Education of the People's Republic of China, H2020 European Research Council

Award: 跨市场风险传递的非对称多重分形DCCA方法构建及其应用研究

OpenAlex ID: W2210146131

FWCI: 11.58

Cites: 61

Cited by: 50

Related to: 10