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The Research of the Characteristics of China's Natural Rubber Futures Market Based on the MF-DFA Method
Canadian Social Science
View Archive Info| Field | Value | |
| Title |
The Research of the Characteristics of China's Natural Rubber Futures Market Based on the MF-DFA Method
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| Creator |
HUO, Zaiqiang
ZHANG, Yan LU, Xiaohua LI, Yanan |
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| Subject |
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Multifractal theory; MF-DFA method; China’s natural rubber futures; Effective market theory; Long-term memory; Market risk — |
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| Description |
Basing on the MF-DFA method, this paper analyzes the characteristics of China’s natural rubber futures market, which includes the fractal characteristics, effectiveness, long-term memory, market risk and so on. The research reveals the facts that the China natural rubber futures market has not reached the level of weak effective market; it also did not have the characteristics of long-term memory and contains very high risk. Effectively applying the MF-DFA method, this paper aims to improve the accuracy of the calculating result, and putting forward some reasonable suggestions on the development of China’s natural rubber futures market.
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| Publisher |
Canadian Research & Development Center of Sciences and Cultures
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| Contributor |
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| Date |
2016-08-26
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article — |
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| Identifier |
http://www.cscanada.net/index.php/css/article/view/8711
10.3968/8711 |
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| Source |
Canadian Social Science; Vol 12, No 8 (2016): Canadian Social Science; 30-37
1923-6697 1712-8056 |
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| Language |
eng
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| Relation |
http://www.cscanada.net/index.php/css/article/view/8711/9669
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| Coverage |
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| Rights |
Copyright (c) 2016 Zaiqiang HUO, Yan ZHANG, Xiaohua LU, Yanan LI
http://creativecommons.org/licenses/by/4.0 |
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