Multifractality in China copper futures market

DOI

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.

Copyright

© 2013, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Manying Bai
AU  - Fengjuan Guo
PY  - 2013/07
DA  - 2013/07
TI  - Multifractality in China copper futures market
BT  - Proceedings of the 2nd International Conference on Science and Social Research (ICSSR 2013)
PB  - Atlantis Press
SP  - 571
EP  - 574
SN  - 1951-6851
UR  - https://doi.org/10.2991/icssr-13.2013.132
DO  - 10.2991/icssr-13.2013.132
ID  - Bai2013/07
ER  -