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Short-term predictability of crude oil markets: A detrended fluctuation analysis approach

Volatility ModelingEconomicsFinancial EconomicsAsset PricingEngineeringMarket TrendFinancial Time Series AnalysisShort-term PredictabilityEconomic AnalysisCrude Oil MarketsBusinessCommodity Price IndexForecastingStatisticsFinanceHigh-frequency Financial Econometrics