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• W2016117640 abstract "An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price–volume correlation and a further proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market." @default.
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• W2016117640 date "2013-10-01" @default.
• W2016117640 modified "2023-10-11" @default.
• W2016117640 title "Long memory of price–volume correlation in metal futures market based on fractal features" @default.
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• W2016117640 doi "https://doi.org/10.1016/s1003-6326(13)62845-9" @default.
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