Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis by Ling-Yun He & Shu-Peng Chen

Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis by Ling-Yun He & Shu-Peng Chen

Author:Ling-Yun He & Shu-Peng Chen
Format: pdf
Tags: Agricultural commodity futures market, Nonlinear bivariate dependency, Multifractal Detrended Cross-Correlation Analysis, Multifractality
Publisher: Elsevier B.V.
Published: 2010-11-16T02:51:00+00:00


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