Open AccessUsing Big Data to Discover Chaos in China’s Futures Market During COVID-19
Author(s) -
Tie Lin,
Bin Huang,
Bin Pan,
Guang Sun
Publication year - 2021
Publication title -
computers, materials and continua/computers, materials and continua (print)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.788
H-Index - 40
eISSN - 1546-2226
pISSN - 1546-2218
DOI - 10.32604/cmc.2021.019363
Subject(s) - futures contract , financial economics , government (linguistics) , economics , hurst exponent , index (typography) , financial market , economic interventionism , volatility (finance) , business , finance , statistics , mathematics , politics , political science , computer science , linguistics , philosophy , world wide web , law
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