Emergence of turbulent epochs in oil prices (Q2213590)

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Emergence of turbulent epochs in oil prices
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    Emergence of turbulent epochs in oil prices (English)
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    2 December 2020
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    multifractal
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    power law
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    Hurst exponent
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    volatility
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    spectral estimation
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    regime switching
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    multiscale
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    wavelets
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    commodities
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