Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis
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DOI: 10.1016/j.physa.2010.09.018
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Keywords
Agricultural commodity futures market; Nonlinear bivariate dependency; Multifractal Detrended Cross-Correlation Analysis; Multifractality;All these keywords.
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