Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis
By Rongbao Gu, Hongtao Chen, Yudong Wang. 2010
100 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/47d4850f1a2f4cae7517fa3263a57e9e825c85b1
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In Economics and Econometrics
In Statistical and Nonlinear Physics
Citations in the corpus
- Statistical properties and multifractality of Bitcoin (2017, methodology): “The MF–DFA, which is an extended method of DFA, can investigate multifractal properties of non-stationary time series, and has been successfully applied for a variety of financial markets, such as stock [16, 17, 18, 19, 20, 21, 22, 23], commodity [16, 24, 25, 26, 27], tanker [28], derivative [29], f”