2010•Physica A Statistical Mechanics and its ApplicationsRequires access

Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis

Ling‐Yun He, Shupeng Chen

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Key concepts: Bivariate analysis, Futures contract, Multifractal system, Econometrics, Economics, Nonlinear system, Dependency (UML), Detrended fluctuation analysis

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