The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
利用多重分形消除趋势分析法(MF - DFA)对纽约原油期货日收益率时间序列进行分析,发现纽约原油期货市场具有明显的多重分形特征。
The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.
利用多重分形消除趋势分析法(MF - DFA)对纽约原油期货日收益率时间序列进行分析,发现纽约原油期货市场具有明显的多重分形特征。
应用推荐