基于MF-ADCCA的中国螺纹钢期货市场量价互相关的非对称多重分形特征研究

IF 1.2 4区工程技术 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

Fluctuation and Noise Letters Pub Date : 2023-02-23 DOI:10.1142/s0219477523500293

Jian Wang, Wenjing Jiang, Yan Yan, Wei Shao, Xinpei Wu, Zhongyu Hua

引用次数: 0

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Exploring the asymmetric multifractal characteristics of price-volume cross-correlation in the Chinese rebar futures market based on MF-ADCCA

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来源期刊

Fluctuation and Noise Letters 工程技术-数学跨学科应用

CiteScore

2.90

自引率

22.20%

发文量

审稿时长

>12 weeks

期刊介绍： Fluctuation and Noise Letters (FNL) is unique. It is the only specialist journal for fluctuations and noise, and it covers that topic throughout the whole of science in a completely interdisciplinary way. High standards of refereeing and editorial judgment are guaranteed by the selection of Editors from among the leading scientists of the field. FNL places equal emphasis on both fundamental and applied science and the name "Letters" is to indicate speed of publication, rather than a limitation on the lengths of papers. The journal uses on-line submission and provides for immediate on-line publication of accepted papers. FNL is interested in interdisciplinary articles on random fluctuations, quite generally. For example: noise enhanced phenomena including stochastic resonance; 1/f noise; shot noise; fluctuation-dissipation; cardiovascular dynamics; ion channels; single molecules; neural systems; quantum fluctuations; quantum computation; classical and quantum information; statistical physics; degradation and aging phenomena; percolation systems; fluctuations in social systems; traffic; the stock market; environment and climate; etc.