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Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Wu, Chongfeng ; Pan, Zhiyuan.
In: Physica A: Statistical Mechanics and its Applications.
RePEc:eee:phsmap:v:390:y:2011:i:20:p:3512-3523.

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  3. Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao.
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  4. Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P.
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  5. Linking cosmic ray intensities to cutoff rigidity through multifractal detrented fluctuation analysis. (2022). Dominguez-Monterroza, Andy-Rafael ; Sierra-Porta, D.
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  7. Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong.
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  15. Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash. (2019). Xu, Yingying ; Wang, Yiming ; Han, Chenyu.
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  19. Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards. (2019). Fang, Weining ; Hou, Yongbo ; Kostenko, R ; Lv, Changchun ; Mahmood, R ; Kanetidis, Michael ; Zheng, Liancun ; Hu, Beibei ; Huang, Jianbai ; Zubair, Tamour ; Xie, Chuan-Zhi ; Chen, Guang ; Nguyen, Truong Khang ; Cai, Weihong ; Ahmad, Behzad Ali ; Song, Lin ; Unar, Salahuddin ; Triantis, D ; Qiu, Hanzhao ; Ju, Tingting ; Antoniou, Ioannis ; DUAN, Dongli ; Tang, Daisheng ; Wu, Junjie ; Liu, Chunyan ; Shen, Xinyi ; Usman, Muhammad ; Tlili, I ; Rani, Priya ; Feng, Wenxing ; Wang, Xingyuan ; Vallianatos, F ; Zhao, Yue ; Dai, Lingfei ; Varsakelis, Nikos ; Si, Shubin ; Khorrami, Mohammad ; Zhang, Shuang ; Hamid, Muhammad ; Basu, Banasri ; b
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  22. Commodity futures and market efficiency. (2013). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
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  29. Informational Efficiency in Futures Markets for Crude Oil. (2012). Weber, Christoph ; Fritz, Andreas.
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  30. Testing the weak-form efficiency of the WTI crude oil futures market. (2012). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Xie, Wen-Jie.
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  31. The asymptotic behavior of the R/S statistic for fractional Brownian motion. (2011). Carriquiry, Alicia ; Kliemann, Wolfgang ; Yu, Cindy .
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  33. A study of correlations between crude oil spot and futures markets: A rolling sample test. (2011). Wan, Jieqiu ; Liu, LI.
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  34. Multifractal detrending moving average analysis on the US Dollar exchange rates. (2011). Wang, Yudong ; Wu, Chongfeng ; Pan, Zhiyuan.
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  35. Analysis of the efficiency of the Shanghai stock market: A volatility perspective. (2011). Wang, Yudong ; Fei, Fangyu ; Lin, Xiaoqiang .
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  36. Forecasting volatility in Shanghai and Shenzhen markets based on multifractal analysis. (2011). Wu, Chongfeng ; Chen, Hongtao .
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  37. Multiscale entropy analysis of crude oil price dynamics. (2011). Rodriguez, Eduardo ; Escarela-Perez, Rafael ; Alvarez-Ramirez, Jose ; Martina, Esteban .
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  38. Can GARCH-class models capture long memory in WTI crude oil markets?. (2011). Wang, Yudong ; Wu, Chongfeng ; Wei, YU.
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  39. Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; Dinh, Thanh Huong ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, .
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  40. Analysis of market efficiency for the Shanghai stock market over time. (2010). Wang, Yudong ; Gu, Rongbao ; Liu, LI ; Cao, Jianjun .
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  41. Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets. (2010). He, Ling-Yun ; Chen, Shu-Peng .
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  42. Are developed and emerging agricultural futures markets multifractal? A comparative perspective. (2010). He, Ling-Yun ; Chen, Shu-Peng .
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  43. Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives. (2010). He, Ling-Yun ; Chen, Shu-Peng .
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  44. Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis. (2010). Wang, Yudong ; Chen, Hongtao ; Gu, Rongbao .
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  45. Time-varying predictability in crude-oil markets: the case of GCC countries. (2010). Nguyen, Duc Khuong ; AROURI, Mohamed ; El Hedi Arouri, Mohamed, ; Dinh, Thanh Huong .
    In: Energy Policy.
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  46. Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern. (2010). Alvarez, Jesus ; Solis, Ricardo ; Alvarez-Ramirez, Jose .
    In: Energy Economics.
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  47. Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis. (2010). Wang, Yudong ; Liu, LI.
    In: Energy Economics.
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  48. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Post-Print.
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  49. Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao .
    In: International Review of Financial Analysis.
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  50. The efficiency of the crude oil markets: Evidence from variance ratio tests. (2009). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Energy Policy.
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