Evolution of multifractal cross-correlations between the Argentina MERVAL Index and international commodities prices

DOI10.1080/02664763.2016.1181725OpenAlexW2395488504MaRDI QIDQ5138177

A. Figliola, Lucas Catalano

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1181725

zbMATH Keywords

complex systemsfinancial time seriesmultifractal cross correlation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Multifractal detrended fluctuation analysis of nonstationary time series
• Multiscale behaviour of volatility autocorrelations in a financial market
• Multifractal analysis of Hang Seng index in Hong Kong stock market
• Scaling, Fractals and Wavelets

This page was built for publication: Evolution of multifractal cross-correlations between the Argentina MERVAL Index and international commodities prices