Dynamic Characteristics Analysis of Malaysian Crude Palm Oil Price Using Fractal Theory
This thesis aims at the dynamic characteristics analysis of Malaysian Crude Palm Oil (CPO) price using R/S analysis to identify the Hurst exponent correlation coefficient, power law exponent, memory term, and market efficiency. To get the generalized Hurst exponent of Malaysian CPO price in this stu...
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| Format: | Theses and Dissertations |
| Language: | English |
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เชียงใหม่ : บัณฑิตวิทยาลัย มหาวิทยาลัยเชียงใหม่
2017
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| Online Access: | http://cmuir.cmu.ac.th/jspui/handle/6653943832/39919 |
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| Institution: | Chiang Mai University |
| Language: | English |