Multifractal analysis of China's agricultural commodity futures markets

Energy Procedia

Volumn 5, Issue , 2011, Pages 1920-1926

  Li, Zhihui ^a   Lu, Xinsheng ^b  

^a NORTHWEST A F UNIVERSITY   (China)

^b UNIVERSITY OF JINAN   (China)

Author keywords

Agricultural commodity futures; MF DFA; Multifractality; Nonlinear temporal correlation

Indexed keywords

AGRICULTURE; COMMERCE; FRACTALS; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

AGRICULTURAL COMMODITY FUTURES; MF-DFA; MULTI-FRACTAL SPECTRUM; MULTIFRACTAL CHARACTERISTICS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTALITY; NON-GAUSSIAN DISTRIBUTION; NONLINEAR TEMPORAL CORRELATIONS;

FINANCIAL MARKETS;

EID: 79961111775     PISSN: 18766102     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/j.egypro.2011.03.330     Document Type: Conference Paper

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