Are oil and gas futures markets efficient? A multifractal analysis
Author:
Affiliation:
1. OCRE-Laboratory, EDC Paris Business School , Paris, France
2. University of Lille , Lille, France
3. ESSCA School of Management , Paris, France
4. University of Tunis , Tunis, Tunisia
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2020.1801984
Reference37 articles.
1. Second-order moving average and scaling of stochastic time series
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4. Detrending moving average algorithm: A closed-form approximation of the scaling law
5. Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis
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