MULTIFRACTAL CROSS-CORRELATION ANALYSIS BETWEEN CARBON SPOT AND FUTURES MARKETS CONSIDERING ASYMMETRIC CONDUCTION EFFECT
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Publication:5025317
DOI10.1142/S0218348X21501760zbMath1482.91208OpenAlexW3161493474MaRDI QIDQ5025317
Di Pan, Shu Hu, Dandan Zhu, Chen Zhang
Publication date: 1 February 2022
Published in: Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218348x21501760
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Derivative securities (option pricing, hedging, etc.) (91G20) Fractals (28A80)
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