Can I read Multifractal Analysis of Rice Futures Market on EtoBox?

Multifractal Analysis of Rice Futures Market by Harvey Malmis Niere is a document available to read on EtoBox.

What is Multifractal Analysis of Rice Futures Market about?

1. The document analyzes the multifractal properties of daily returns in the international rice futures market from 2007 to 2014 using multifractal detrended fluctuation analysis (MFDFA). 2. The results show that the rice futures market is inefficient and that prices can be modeled using multifractality. 3. Small fluctuations in prices are persistent while very large fluctuations are anti-persistent. 4. The source of multifractality is determined to be dominated by the fat-tailed distributions of retu

Author

Harvey Malmis Niere

Language

EN