• DocumentCode
    3561889
  • Title

    Notice of Retraction
    Statistical properties of return and volatility in Chinese metal futures market

  • Author

    Qingyun Meng

  • Author_Institution
    Sch. of Bus., East China Univ. of Sci. & Technol., Shanghai, China
  • Volume
    1
  • fYear
    2010
  • Firstpage
    84
  • Lastpage
    87
  • Abstract
    Notice of Retraction

    After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.

    We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.

    The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.

    In order to investigate the efficiency of Chinese metal futures market, we studied the daily price series of China´s copper and aluminum futures market. It was proved that the center parts of the distribution have a exponential form, followed by power-law tails, and the power-law exponent is larger than 3. Moreover, based on detrended fluctuation analysis (DFA), long memory was found in return and volatility series, which denies the Efficient Market Hypothesis (EMH).
  • Keywords
    marketing; metals; pricing; statistical analysis; Chinese metal futures market; DFA; EMH; detrended fluctuation analysis; efficient market hypothesis; power law tails; power-law exponent; statistical properties; Copper; Correlation; Doped fiber amplifiers; DFA; econophysics; long-memory; power-law;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Advanced Management Science (ICAMS), 2010 IEEE International Conference on
  • Print_ISBN
    978-1-4244-6931-4
  • Type

    conf

  • DOI
    10.1109/ICAMS.2010.5553033
  • Filename
    5553033