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Keywords: Long range correlation
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Journal Articles
Journal: Kybernetes
Kybernetes (2012) 41 (10): 1509–1525.
Published: 12 October 2012
... Empirical results show that the price‐volume correlation in China metal futures market is multifractal and that long range correlation and non‐Gaussian probability distribution are the main reasons for the existence of multifractality. Also, a comparative analysis is conducted and it is found that although...

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