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

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 16, 2010, Pages 3218-3229

  He, Ling Yun ^a   Chen, Shu Peng ^a  

^a CHINA AGRICULTURAL UNIVERSITY   (China)

Author keywords

Crude oil markets; MF DFA; MF SSA; Multifractality; Non Gaussian distribution; Nonlinear temporal correlation

Indexed keywords

COMMERCE; FRACTALS; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); SPECTRUM ANALYSIS;

CRUDE OIL MARKET; MF-DFA; MF-SSA; MULTIFRACTALITY; NON-GAUSSIAN DISTRIBUTION; NONLINEAR TEMPORAL CORRELATIONS;

CRUDE OIL PRICE;

EID: 77953131278     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.04.007     Document Type: Article

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