Multifractal Hurst analysis of crude oil prices (Q699143)
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scientific article; zbMATH DE number 1811416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multifractal Hurst analysis of crude oil prices |
scientific article; zbMATH DE number 1811416 |
Statements
Multifractal Hurst analysis of crude oil prices (English)
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6 October 2002
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characteristic time scales
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moving-average-based filtering
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market dynamics
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