Multifractality in China copper futures market
Manying Bai, Fengjuan Guo
Available Online July 2013.
- https://doi.org/10.2991/icssr-13.2013.132How to use a DOI?
- Multifractality; China Copper futures market; MFDFA; Sliding window technology
- We use MFDFA method in this study to examine the multifractality of China copper futures market from 2006 to 2012 for the Shanghai Futures Exchange (SFE). Results show that China copper futures market displays multifractal scaling behavior. We also find that the copper futures price fluctuation on SFE is intensive. However, the SFE is more likely to have some profit. The results can provide important implications for understanding the nature of China futures market.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Manying Bai AU - Fengjuan Guo PY - 2013/07 DA - 2013/07 TI - Multifractality in China copper futures market BT - 2nd International Conference on Science and Social Research (ICSSR 2013) PB - Atlantis Press SN - 1951-6851 UR - https://doi.org/10.2991/icssr-13.2013.132 DO - https://doi.org/10.2991/icssr-13.2013.132 ID - Bai2013/07 ER -