Statistical analysis of daily gold price data

Physica A: Statistical Mechanics and its Applications

Volumn 338, Issue 3-4, 2004, Pages 559-566

  Mills, Terence C ^a  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Econophysics; Gold price; Multi scaling; Persistence; Statistical finance; Volatility

Indexed keywords

CORRELATION METHODS; GOLD; STANDARDS; STATISTICAL METHODS;

ECONOPHYSICS; GOLD PRICE; MULTI-SCALING; PERSISTENCE; STATISTICAL FINANCE; VOLATILITY;

INDUSTRIAL ECONOMICS;

EID: 2942555550     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.03.003     Document Type: Article

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