Physica A Statistical Mechanics and its Applications · 2015 · 24 citations · 26 references
AgricultureEconomicsFinanceCommodity MarketsTime Series AnalysisCommodity Price DynamicsOil EconomicsSpot MarketsCrude Oil MarketsCrude Oil PricingMultifractal ProcessesOil Market StructureOil Price VolatilityOil PricesSpot Price DeterminationSpot Price Formation
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Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text
A test for independence based on the correlation dimension
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