Multifractality in China copper futures market

摘要：

　　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.

关键词： Multifractality China Copper futures market MFDFA Sliding window technology

作者: Bai Manying Guo Fengjuan

作者单位: School of Economics and Management,Beihang University,No.37,Xueyuan Road,Haidian District,Beijing,100191,China

会议类型: 国际会议

会议名称: 2013 2nd International Conference on Science and Social Research (2013年第二届科学与社会研究国际会议)(ICSSR2013)

会议地点: 北京

会议语种:英文

页码: 576-579

在线出版日期: 2013-07-13（万方平台首次上网日期，不代表论文的发表时间）