Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets

Zhao Xia, Xie Kaicheng

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DOI: 10.20944/preprints202608.0285.v1
Published: 2026-08-05
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Publisher: MDPI AG
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Cite this work

BibTeX

@article{allodium:10.20944/preprints202608.0285.v1,
  title = {Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets},
  author = {Zhao Xia and Xie Kaicheng},
  year = {2026},
  doi = {10.20944/preprints202608.0285.v1},
  url = {https://doi.org/10.20944/preprints202608.0285.v1}
}

RIS

TY  - JOUR
TI  - Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets
AU  - Zhao Xia
AU  - Xie Kaicheng
PY  - 2026
DO  - 10.20944/preprints202608.0285.v1
UR  - https://doi.org/10.20944/preprints202608.0285.v1
ER  -

APA

Xia, Z., & Kaicheng, X. (2026). Multiscale Complexity and Irreversibility of Non-Stationary Time Series in Commodity Futures Markets. https://doi.org/10.20944/preprints202608.0285.v1

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crossref · retrieved 2026-09-25T14:38:24.532Z