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https://doi.org/10.2139/ssrn.4657190

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inferredcites →https://doi.org/10.1007/s10614-023-10402-6openalex-extracted
Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis
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The impact of COVID-19 related ‘stay-at-home’ restrictions on food prices in Europe: findings from a preliminary analysis
inferredcites →https://doi.org/10.1016/0167-2789(92)90102-sopenalex-extracted
Testing for nonlinearity in time series: the method of surrogate data
inferredcites →https://doi.org/10.1016/j.chaos.2009.03.198openalex-extracted
Effective multifractal features of high-frequency price fluctuations time series and ℓ-variability diagrams
inferredcites →https://doi.org/10.1016/j.chaos.2011.11.004openalex-extracted
Finite-size effect and the components of multifractality in financial volatility
inferredcites →https://doi.org/10.1016/j.chaos.2020.109896openalex-extracted
Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures
inferredcites →https://doi.org/10.1016/j.chaos.2022.112663openalex-extracted
Do the global grain spot markets exhibit multifractal nature?
inferredcites →https://doi.org/10.1016/j.chaos.2022.112813openalex-extracted
Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis
inferredcites →https://doi.org/10.1016/j.chaos.2023.113372openalex-extracted
Skewed multifractal scaling of stock markets during the COVID-19 pandemic
inferredcites →https://doi.org/10.1016/j.cnsns.2017.09.022openalex-extracted
Right-side-stretched multifractal spectra indicate small-worldness in networks
inferredcites →https://doi.org/10.1016/j.eap.2022.06.015openalex-extracted
Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
inferredcites →https://doi.org/10.1016/j.econmod.2022.106095openalex-extracted
Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
inferredcites →https://doi.org/10.1016/j.energy.2022.124607openalex-extracted
COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis
inferredcites →https://doi.org/10.1016/j.enpol.2021.112285openalex-extracted
Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis
inferredcites →https://doi.org/10.1016/j.frl.2020.101647openalex-extracted
How the cryptocurrency market has performed during COVID 19? A multifractal analysis
inferredcites →https://doi.org/10.1016/j.frl.2021.101995openalex-extracted
Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19
inferredcites →https://doi.org/10.1016/j.frl.2021.102319openalex-extracted
Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach
inferredcites →https://doi.org/10.1016/j.heliyon.2022.e11982openalex-extracted
Efficiency and herding analysis in gold-backed cryptocurrencies
inferredcites →https://doi.org/10.1016/j.najef.2021.101446openalex-extracted
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach
inferredcites →https://doi.org/10.1016/j.najef.2022.101773openalex-extracted
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
inferredcites →https://doi.org/10.1016/j.physa.2004.11.019openalex-extracted
Components of multifractality in high-frequency stock returns
inferredcites →https://doi.org/10.1016/j.physa.2007.02.074openalex-extracted
Detrending moving average algorithm: A closed-form approximation of the scaling law
inferredcites →https://doi.org/10.1016/j.physa.2008.04.023openalex-extracted
Comparison of detrending methods for fluctuation analysis
inferredcites →https://doi.org/10.1016/j.physa.2008.12.017openalex-extracted
Multifractal properties of the Indian financial market
inferredcites →https://doi.org/10.1016/j.physa.2011.03.002openalex-extracted
Multifractal moving average analysis and test of multifractal model with tuned correlations
inferredcites →https://doi.org/10.1016/j.physa.2020.125562openalex-extracted
Asymmetric efficiency of cryptocurrencies during COVID19
inferredcites →https://doi.org/10.1016/j.physa.2021.125988openalex-extracted
Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
inferredcites →https://doi.org/10.1016/j.resourpol.2020.101829openalex-extracted
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
inferredcites →https://doi.org/10.1016/j.resourpol.2022.102715openalex-extracted
Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets
inferredcites →https://doi.org/10.1016/j.resourpol.2023.103574openalex-extracted
On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil
inferredcites →https://doi.org/10.1016/j.ribaf.2023.101928openalex-extracted
Disentangling the impact of economic and health crises on financial markets
inferredcites →https://doi.org/10.1016/j.techfore.2020.120261openalex-extracted
On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic
inferredcites →https://doi.org/10.1016/s0167-2789(00)00043-9openalex-extracted
Surrogate time series
inferredcites →https://doi.org/10.1016/s0378-4371(02)01383-3openalex-extracted
Multifractal detrended fluctuation analysis of nonstationary time series
inferredcites →https://doi.org/10.1016/s0378-4371(96)00357-3openalex-extracted
Roughness exponents to calculate multi-affine fractal exponents
inferredcites →https://doi.org/10.1029/2001jd000548openalex-extracted
Spectra and correlations of climate data from days to decades
inferredcites →https://doi.org/10.1038/s43016-020-00211-7openalex-extracted
Grain export restrictions during COVID-19 risk food insecurity in many low- and middle-income countries
inferredcites →https://doi.org/10.1038/s43016-020-0085-yopenalex-extracted
Actions now can curb food systems fallout from COVID-19
inferredcites →https://doi.org/10.1038/srep00835openalex-extracted
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
inferredcites →https://doi.org/10.1088/1361-6633/ab42fbopenalex-extracted
Multifractal analysis of financial markets: a review
inferredcites →https://doi.org/10.1103/physreve.107.034139openalex-extracted
Genuine multifractality in time series is due to temporal correlations
inferredcites →https://doi.org/10.1103/physreve.49.1685openalex-extracted
Mosaic organization of DNA nucleotides
inferredcites →https://doi.org/10.1103/physreve.71.051101openalex-extracted
Quantifying signals with power-law correlations: A comparative study of detrended fluctuation analysis and detrended moving average techniques
inferredcites →https://doi.org/10.1103/physreve.82.011136openalex-extracted
Detrending moving average algorithm for multifractals
inferredcites →https://doi.org/10.1103/physreve.91.030902openalex-extracted
Detecting and interpreting distortions in hierarchical organization of complex time series
inferredcites →https://doi.org/10.1103/physrevlett.77.635openalex-extracted
Improved Surrogate Data for Nonlinearity Tests
inferredcites →https://doi.org/10.1103/physrevlett.99.240601openalex-extracted
Effect of Nonlinear Correlations on the Statistics of Return Intervals in Multifractal Data Sets
inferredcites →https://doi.org/10.1108/ijoem-08-2021-1177openalex-extracted
Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic
inferredcites →https://doi.org/10.1109/tic-sth.2009.5444412openalex-extracted
Detrending Moving Average algorithm: a brief review
inferredcites →https://doi.org/10.1140/epjb/e20020150openalex-extracted
Second-order moving average and scaling of stochastic time series
inferredcites →https://doi.org/10.1142/s0218348x21501322openalex-extracted
MULTIFRACTAL BEHAVIOR OF CRYPTOCURRENCIES BEFORE AND DURING COVID-19
inferredcites →https://doi.org/10.1142/s0218348x2150198xopenalex-extracted
EFFECTS OF COVID-19 ON CHINESE SECTORAL INDICES: A MULTIFRACTAL ANALYSIS
inferredcites →https://doi.org/10.1142/s0218348x21502133openalex-extracted
MULTIFRACTAL ANALYSIS OF COVID-19’S IMPACT ON CHINA’S STOCK MARKET
inferredcites →https://doi.org/10.1142/s0218348x22501006openalex-extracted
COVID-19 INFLUENCE OVER BRAZILIAN AGRICULTURAL COMMODITIES AND DOLLAR–REAL EXCHANGE
inferredcites →https://doi.org/10.1142/s0218348x23500068openalex-extracted
ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES
inferredcites →https://doi.org/10.1142/s0218348x23500901openalex-extracted
TESTING FOR INTRINSIC MULTIFRACTALITY IN THE GLOBAL GRAIN SPOT MARKET INDICES: A MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS
inferredcites →https://doi.org/10.1142/s0219477520500479openalex-extracted
Is Foreign Capital Smarter? Multifractal Evidence from the Shanghai–Hong Kong Stock Connect Program
inferredcites →https://doi.org/10.1142/s0219477521500310openalex-extracted
Multifractal Fluctuation Analysis of Correlations Between the Sector Stock Markets in China and the US
inferredcites →https://doi.org/10.1142/s0219477521500413openalex-extracted
A Multifractal Cross-Correlation Analysis of Economic Policy Uncertainty: Evidence from China and US
inferredcites →https://doi.org/10.1142/s0219477522500419openalex-extracted
Multifractal Analysis of the Impact of COVID-19 on NASDAQ, CIOPI, and WTI Crude Oil Market
inferredcites →https://doi.org/10.1142/s0219477522500547openalex-extracted
The Impact of Price Support Policies and Public Emergencies on Agricultural Futures Markets — A Multifractal Cross-Correlations Analysis between China and the US
inferredcites →https://doi.org/10.1142/s0219477523400011openalex-extracted
The Short-Term Effect of COVID-19 Pandemic on China’s Crude Oil Futures Market: A Study Based on Multifractal Analysis
inferredcites →https://doi.org/10.1142/s0219477523500025openalex-extracted
Asymmetric Multifractal Analysis of the Chinese Energy Futures and Energy Stock Markets under the Impact of COVID-19
inferredcites →https://doi.org/10.1142/s021947752350030xopenalex-extracted
Analysis of the Czech Intraday Electricity Market During COVID-19 Pandemic from the Multifractal Perspective
inferredcites →https://doi.org/10.1186/s40854-023-00484-4openalex-extracted
The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis
inferredcites →https://doi.org/10.1209/0295-5075/88/28004openalex-extracted
The components of empirical multifractality in financial returns
inferredcites →https://doi.org/10.1209/0295-5075/88/60003openalex-extracted
Quantitative features of multifractal subtleties in time series
inferredcites →https://doi.org/10.1209/epl/i2003-00194-yopenalex-extracted
Multifractal properties of price fluctuations of stocks and commodities
inferredcites →https://doi.org/10.3390/e22091043openalex-extracted
Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19
inferredcites →https://doi.org/10.3390/e23081018openalex-extracted
Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period
inferredcites →https://doi.org/10.3390/e25020214openalex-extracted
Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak
inferredcites →https://doi.org/10.3390/fractalfract7010091openalex-extracted
The Dynamic Effects of COVID-19 and the March 2020 Crash on the Multifractality of NASDAQ Insurance Stock Markets
inferredcites →https://doi.org/10.3390/fractalfract7070519openalex-extracted
The Impact of COVID-19 on BRICS and MSCI Emerging Markets Efficiency: Evidence from MF-DFA
inferredcites →https://doi.org/10.5194/npg-13-321-2006openalex-extracted
A Stochastic Iterative Amplitude Adjusted Fourier Transform algorithm with improved accuracy
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