Are developed and emerging agricultural futures markets multifractal? A comparative perspective

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 18, 2010, Pages 3828-3836

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

^a CHINA AGRICULTURAL UNIVERSITY   (China)

Author keywords

Agricultural futures markets; MF DFA; Multifractal properties; Non Gaussian probability distribution; Nonlinear temporal correlation; The strength of multifractality

Indexed keywords

AGRICULTURAL ROBOTS; AGRICULTURE; COMMERCE; FRACTALS; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC);

MF-DFA; MULTI-FRACTAL PROPERTY; MULTIFRACTALITY; NON-GAUSSIAN; NONLINEAR TEMPORAL CORRELATIONS;

FINANCIAL MARKETS;

EID: 77955303523     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.05.021     Document Type: Article

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