Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets
Author:
Publisher
Elsevier BV
Subject
General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics
Reference12 articles.
1. Searching for fractal structure in agricultural futures markets;Corazza;J Futures Markets,1997
2. Are commodity prices chaotic?;Chatrath;Agricult Econom,2002
3. Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets;Chen;Physica A,2010
4. Are developed and emerging agricultural futures markets multifractal? A comparative perspective;He;Physica A,2010
5. Correlation networks among currencies;Mizuno;Physica A: Statist Mech Appl,2006
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