中国科学院数学与系统科学研究院期刊网

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Analysis of the Effciency of China's Nonferrous Metals Futures Market under the Impact of the COVID-19
Tao YIN, Shuangshuang HUANG, Yongqiang WU, Han GAO, Yiming WANG, YUAN George
China Journal of Econometrics, 2024, 4(3): 858-878.   DOI: 10.12012/CJoE2024-0034

AL03.SHF(疫情前) CU03.SHF(疫情前)
原始 重排 替代 原始 重排 替代
$ \alpha_{\min} $ −0.0772 0.5392 −0.0844 −0.1554 0.2947 −0.0584
$ \alpha_{\max} $ 0.9537 1.2309 1.1200 0.8591 1.6179 1.0703
$ \Delta \alpha $ 1.0309 0.6917 1.2043 1.0145 1.3232 1.1287
ZN03.SHF(疫情前) PB03.SHF(疫情前)
原始 重排 替代 原始 重排 替代
$ \alpha_{\min} $ −0.1418 0.4155 −0.0680 −0.0447 0.3276 −0.0600
$ \alpha_{\max} $ 0.4831 1.7287 0.7660 0.6648 1.8889 1.1404
$ \Delta \alpha $ 0.6249 1.3132 0.8340 0.7095 1.5613 1.2003
表6 疫情前四种有色金属期货原始、重排、替代的多重分形谱分析结果
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