Testing the weak-form efficiency of the WTI crude oil futures market-Reference-Cited by-同舟云学术

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Testing the weak-form efficiency of the WTI crude oil futures market

Published:2014-07 Issue: Volume:405 Page:235-244
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Jiang Zhi-Qiang^ORCID,Xie Wen-Jie,Zhou Wei-Xing^ORCID

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference81 articles.

1. Dragon-kings, black swans and the prediction of crises;Sornette;Int. J. Terraspace Sci. Eng.,2009

2. Financial bubbles, real estate bubbles, derivative bubbles, and the financial and economic crisis;Sornette,2010

3. The 2006–2008 oil bubble: evidence of speculation and prediction;Sornette;Physica A,2009

4. Critical market crashes;Sornette;Phys. Rep.,2003

5. Why Stock Markets Crash;Sornette,2003

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