Dynamic efficiency of China's commodity futures market through the lens of high frequency data
He Chengying, Huang Ke, Wen Zhang and Huang Qingcheng
| Year of publication: |
2022
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|---|---|
| Authors: | He, Chengying ; Ke, Huang ; Zhang, Wen ; Qingcheng, Huang |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 1, Art.-No. 2141012, p. 1-17
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| Subject: | China commodity futures | dynamic permutation entropy | nonlinear adaptive multiscale decomposition | rolling window | China | Rohstoffderivat | Commodity derivative | Entropie | Entropy | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786321410127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188750