Multifractal spectrum analysis of nonlinear dynamical mechanisms in China's agricultural futures markets

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 7, 2010, Pages 1434-1444

  Chen, Shu Peng ^a   He, Ling Yun ^a  

^a CHINA AGRICULTURAL UNIVERSITY   (China)

Author keywords

China's agricultural futures; Long range correlation; Multifractal spectrum; Multifractals; Non Gaussian distribution; Partition function

Indexed keywords

AGRICULTURAL ROBOTS; AGRICULTURE; COMMERCE; FRACTALS; NONLINEAR ANALYSIS; SPECTRUM ANALYSIS;

CHINA'S AGRICULTURAL FUTURES; LONG RANGE CORRELATIONS; MULTI-FRACTAL SPECTRUM; MULTIFRACTALS; NON-GAUSSIAN DISTRIBUTION; PARTITION FUNCTIONS;

FINANCIAL MARKETS;

EID: 73449125759     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.12.009     Document Type: Article

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