Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA
Yaoqi Guo, Zhuling Yu, Chenxi Yu, Hui Cheng, Weixun Chen, Hongwei Zhang
| 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 | China | Gold | Warenbörse | Commodity exchange | Derivat | Derivative | Handelsvolumen der Börse | Trading volume | Rohstoffderivat | Commodity derivative | Welt | World | Börsenkurs | Share price | Korrelation | Correlation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101495 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287728