Chen, Xiaoci; Huo, Guanyu; Cao, Gaojie - In: Journal of business economics and management 24 (2023) 4, pp. 712-731
This paper explores the variation pattern of nickel futures prices using the daily closing levels of the nickel futures price index of the London Futures Exchange and the Shanghai Futures Exchange. The data coarse-graining method is employed to transform the continuous time series data of price...