Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Year of publication: |
2023
|
---|---|
Authors: | Sun, Xiaotian ; Fang, Wei ; Gao, Xiangyun ; An, Sufang ; Wu, Tao ; Ren, Shuai |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 10, p. 1142-1155
|
Subject: | Metal futures | nonlinear dynamics | recurrence plots | recurrence quantification analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative |
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