Has the Last Super Cycle in Crude Oil Price Ended? a Maximum Drawdown Approach Using Fractional Brownian Motion.

Autor: Salcı‐Bilici, M.1 (AUTHOR), Erdem, F. Pınar2 (AUTHOR) pinarerdem.kucukbicakci@fcdo.gov.uk, Ünalmış, İbrahim3 (AUTHOR), Vardar‐Acar, C.4 (AUTHOR)
Zdroj: Applied Stochastic Models in Business & Industry. Dec2024, p1. 14p. 7 Illustrations.
Databáze: Business Source Ultimate
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