Multifractal Hurst analysis of crude oil prices (Q699143)
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scientific article; zbMATH DE number 1811416
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.7855332493782043
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0.7793012857437134
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0.7712467312812805
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0.7647085189819336
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0.7355162501335144
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