Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 24, 2010, Pages 5759-5768

  Wang, Yudong ^a   Wei, Yu ^b   Wu, Chongfeng ^a  

^a Shanghai Jiao Tong University   (China)

^b SOUTHWEST JIAOTONG UNIVERSITY   (China)

Author keywords

Multifractal detrended fluctuation analysis; Multiscale; WTI crude oil volatilities

Indexed keywords

FRACTALS; PETROLEUM ANALYSIS; TIME MEASUREMENT;

MULTI FRACTALS; MULTI SCALE ANALYSIS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTALITY; MULTIFRACTALITY DEGREES; MULTISCALE; OIL VOLATILITY; SCALING BEHAVIOR;

CRUDE OIL PRICE;

EID: 77958481122     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.08.053     Document Type: Article

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