Chen, Shu-Peng; He, Ling-Yun - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 7, pp. 1434-1444
Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures...