Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 5, 2011, Pages 817-827

  Wang, Yudong ^a   Wei, Yu ^b   Wu, Chongfeng ^a  

^a Shanghai Jiao Tong University   (China)

^b SOUTHWEST JIAOTONG UNIVERSITY   (China)

Author keywords

Efficiency; Gold market; Multifractal detrended fluctuation analysis; Multifractality

Indexed keywords

COMMERCE; EFFICIENCY; GOLD; TIME MEASUREMENT;

ABNORMAL POINT; GOLD MARKET; LONG RANGE CORRELATIONS; MULTI FRACTALS; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTALITY; ROLLING WINDOW; SCALING EXPONENT;

FRACTALS;

EID: 78650930396     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.11.002     Document Type: Article

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