Open AccessAssessing Energy-related Markets through Multifractal Detrended Cross-correlation Analysis
Author(s) -
Andrii Bielinskyi,
Vladimir Soloviev,
Сергій Олексійович Семеріков,
Victoria Solovieva,
Andriy Matviychuk,
Arnold Kiv
Publication year - 2022
Language(s) - Uncategorized
Resource type - Conference proceedings
DOI - 10.5220/0011365500003350
Subject(s) - detrended fluctuation analysis , multifractal system , correlation , econometrics , energy (signal processing) , computer science , statistical physics , statistics , mathematics , fractal , physics , mathematical analysis , geometry , scaling
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