✦ LIBER ✦

Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis

✍ Scribed by Rongbao Gu; Hongtao Chen; Yudong Wang

Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 658 KB
Volume: 389
Category: Article
ISSN: 0378-4371
DOI: 10.1016/j.physa.2010.03.003

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Analysis of the efficiency and multifrac

Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

✍ Yudong Wang; Yu Wei; Chongfeng Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 398 KB

In this paper, we investigate the efficiency and multifractality of a gold market based on multifractal detrended fluctuation analysis. Our evidence shows that the gold return series are multifractal both for time scales smaller than a month and for time scales larger than a month. For time scales s

Detrended fluctuation analysis on spot a

Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

✍ Yudong Wang; Yu Wei; Chongfeng Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 672 KB

In this paper, we study the auto-correlations and cross-correlations of West Texas Intermediate (WTI) crude oil spot and futures return series employing detrended fluctuation analysis (DFA) and detrended cross-correlation analysis (DCCA). Scaling analysis shows that, for time scales smaller than a m

Multifractal analysis of Chinese stock v

Multifractal analysis of Chinese stock volatilities based on the partition function approach

✍ Zhi-Qiang Jiang; Wei-Xing Zhou 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 597 KB

An Improved Method for the Dispersion As

An Improved Method for the Dispersion Assessment of Flame Retardant Filler/Polymer Systems Based on the Multifractal Analysis of SEM Images

✍ Stephen L. Mills; Graham C. Lees; Christopher M. Liauw; Stephen Lynch 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

## Abstract **Summary:** The dispersion quality of filler particles in highly loaded, flame retardant filled (FRF) polymer composites has been quantified using a complementary multifractal image analysis method. The use of an alternative imaging signal, backscattered electrons, greatly reduced the