In order to check up the characteristic of the international petroleum futures market, this text analyzes the daily returns of the unleaded gasoline in the New York Commodity Exchange applied rescaled range (R/S) analysis method.
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- 為了檢驗國際石油期貨市場(chǎng)長(cháng)期記憶的特性;通過(guò)應用R/S分析方法對紐約商品交易所的無(wú)鉛汽油期貨價(jià)格的日收益進(jìn)行實(shí)證分析.