Rapid analysis of nonferrous metals and alloys
نویسندگان
چکیده
منابع مشابه
Cross-correlations between spot and futures markets of nonferrous metals
In this paper, we investigate cross-correlations between nonferrousmetal spot and futures markets using detrended cross-correlation analysis (DCCA). We find the existence of significant cross-correlations for both return and volatility series. The DCCA-based crosscorrelation coefficients are very high and decrease with the futures maturity increases. Using the multifractal extension of DCCA, th...
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ژورنال
عنوان ژورنال: Journal of Chemical Education
سال: 1959
ISSN: 0021-9584,1938-1328
DOI: 10.1021/ed036pa170