Multifractal features of metal futures market based on multifractal detrended cross-correlation analysis

Purpose - Recently, many scholars have been paying more attention to studying the existence and application of multifractality. However, most researches concentrate on studying multifractal features of returns or volume separately, and ignore the correlation between them. The purpose of this paper,...

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Veröffentlicht in:	Kybernetes 2012-10, Vol.41 (10), p.1509-1525
Hauptverfasser:	Guo, Yaoqi, Huang, Jianbo, Cheng, Hui
Format:	Artikel
Sprache:	eng
Schlagworte:	China Commodity futures Correlation Correlation analysis Design engineering Empirical analysis Futures market Markets Nonlinearity Stock exchanges Studies Time series
Online-Zugang:	Volltext
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