Proceedings of the 2nd International Conference on Science and Social Research (ICSSR 2013)

Multifractality in China copper futures market

Authors
Manying Bai, Fengjuan Guo
Corresponding Author
Manying Bai
Available Online July 2013.
DOI
https://doi.org/10.2991/icssr-13.2013.132How to use a DOI?
Keywords
Multifractality; China Copper futures market; MFDFA; Sliding window technology
Abstract
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.

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Proceedings
Part of series
Advances in Intelligent Systems Research
Publication Date
July 2013
ISBN
978-90-78677-75-8
ISSN
1951-6851
DOI
https://doi.org/10.2991/icssr-13.2013.132How to use a DOI?
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
PB  - Atlantis Press
SP  - 571
EP  - 574
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  -