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Multifractality analysis of cr...
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Multifractality
21
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17
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Aslam, Faheem
4
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ECONIS (ZBW)
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Fractal characteristics analysis and fluctuation trend prediction of commercial bank funding liquidity
Wu, Xu
;
Li, Ling-Ling
- In:
Applied economics
54
(
2022
)
59
,
pp. 6784-6796
Persistent link: https://www.econbiz.de/10013494298
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2
Connectedness between crude oil and US equities : the impact of the COVID-19 pandemic
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
Annals of financial economics
17
(
2022
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014234489
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3
Disentangling the impact of economic and health crises on financial markets
Bariviera, Aurelio Fernández
;
Fabregat-Aibar, Laura
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014432625
Saved in:
4
Market efficiency and cross-correlations of Chinese new energy market with other assets : evidence from
multifractality
analysis
Fu, Zeyi
;
Niu, Hongli
;
Wang, Weiqing
- In:
Computational economics
62
(
2023
)
3
,
pp. 1287-1311
Persistent link: https://www.econbiz.de/10014382907
Saved in:
5
Herding behavior during the Covid-19 pandemic : a comparison between Asian and European stock markets based on intraday
multifractality
Aslam, Faheem
;
Ferreira, Paulo
;
Ali, Haider
;
Kauser, Sumera
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10013263377
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6
Source of the
multifractality
in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet
- In:
Journal of business & economics research
12
(
2014
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
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7
Testing for
multi-fractality
and efficiency in selected sovereign bond markets : a multi-fractal detrended moving average (MF-DMA) analysis
Bayraci, Selçuk
- In:
International journal of computational economics and …
8
(
2018
)
1
,
pp. 95-120
Persistent link: https://www.econbiz.de/10011990365
Saved in:
8
How to measure financial market efficiency? : a
multifractality
-based quantitative approach with an application to the European carbon market
Sattarhoff, Cristina
;
Gronwald, Marc
-
2018
coefficient. This is a
multifractality
measure that can quantify the deviation from a random walk within the framework of the …
Persistent link: https://www.econbiz.de/10011864306
Saved in:
9
Is efficiency of crude oil market affected by
multifractality
? : evidence from the WTI crude oil market
Gu, Rongbao
;
Zhang, Bing
- In:
Energy economics
53
(
2016
),
pp. 151-158
Persistent link: https://www.econbiz.de/10011660491
Saved in:
10
Evidences for a structural change in the oil market before a financial crisis : the flat horizon effect
Chiarucci, Riccardo
;
Loffredo, Maria I.
;
Ruzzenenti, Franco
- In:
Research in international business and finance
42
(
2017
),
pp. 912-921
Persistent link: https://www.econbiz.de/10011753802
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