Pages that link to "Item:Q699143"
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The following pages link to Multifractal Hurst analysis of crude oil prices (Q699143):
Displaying 14 items.
- Complexity testing techniques for time series data: a comprehensive literature review (Q508502) (← links)
- Multi-scale correlations in different futures markets (Q978788) (← links)
- Mixed-correlated ARFIMA processes for power-law cross-correlations (Q1673362) (← links)
- Fractional dynamic behavior in ethanol prices series (Q1748163) (← links)
- Symmetry/anti-symmetry phase transitions in crude oil markets (Q1867947) (← links)
- Safe marginal time of crude oil price via escape problem of econophysics (Q2120432) (← links)
- Asymmetric multifractality, comparative efficiency analysis of Green finance markets: a dynamic study by index-based model (Q2170636) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
- Long memory and crude oil's price predictability (Q2241099) (← links)
- Finite-size effect and the components of multifractality in financial volatility (Q2393233) (← links)
- Multifractal cross-correlation analysis based on statistical moments (Q2836507) (← links)
- MULTIFRACTAL ANALYSIS WITH DETRENDING WEIGHTED AVERAGE ALGORITHM OF HISTORICAL VOLATILITY (Q5024025) (← links)
- Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets (Q5130185) (← links)
- Coarse-graining and self-similarity of price fluctuations (Q5935291) (← links)