Fractal detrended fluctuation analysis of chinese energy markets

International Journal of Bifurcation and Chaos

Volumn 20, Issue 11, 2010, Pages 3753-3768

  Zhang, Junhuan ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

detrended fluctuation analysis; Energy market; Lo's modified rescaled range statistic; return

Indexed keywords

COMMERCE; FRACTALS; POWER MARKETS;

CHINESE STOCK MARKET; DETRENDED FLUCTUATION ANALYSIS; DOW JONES INDUSTRIAL AVERAGES; ENERGY MARKETS; LONG RANGE CORRELATIONS; LONG-RANGE POWER-LAW CORRELATIONS; RANGE STATISTICS; RETURN;

FINANCIAL MARKETS;

EID: 78651569217     PISSN: 02181274     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218127410028082     Document Type: Article

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