The return series of New York oil futures market is analyzed based on multifractal detrended fluctuation analysis (MF-DFA) method, through which the obvious multifractal behavior has been found.

• 摘要利用多重分形消除趋势分析法(MF-DFA)对纽约原油期货日收益率时间序列进行分析，发现纽约原油期货市场具有明显的多重分形特征。