Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA
Year of publication: |
2021
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Authors: | Guo, Yaoqi ; Yu, Zhuling ; Yu, Chenxi ; Cheng, Hui ; Chen, Weixun ; Zhang, Hongwei |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-14
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Subject: | Asymmetry | Economic statistics | Gold futures | MF-ADCCA | Multifractal | Price-volume relationship | Gold | China | Warenbörse | Commodity exchange | Börsenkurs | Share price | Derivat | Derivative | Volatilität | Volatility |
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