Aslam, Faheem; Ferreira, Paulo; Ali, Haider - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-18
The investigation of the fractal nature of financial data has been growing in the literature. The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using multifractal detrended fluctuation analysis (MF-DFA). To better...
