IEEE - Institute of Electrical and Electronics Engineers, Inc. - Fractal Characters of Chinese Copper Future Price Returns

2009 Second International Symposium on Knowledge Acquisition and Modeling (KAM)

Author(s): Feng Zheng ; Zeyong Cui
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 November 2009
Conference Location: Wuhan, China, China
Conference Date: 30 November 2009
Volume: 1
Page(s): 283 - 286
ISBN (Paper): 978-0-7695-3888-4
DOI: 10.1109/KAM.2009.141
Regular:

The fractal Characters of copper future price returns in Shanghai Futures Exchange are numerically investigated by the Rescaled Range Analysis (R/S Analysis), a fractal method widely used to... View More

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