Multifractal characterization of gold market: A multifractal detrended fluctuation analysis

Physica A: Statistical Mechanics and its Applications

Volumn 413, Issue , 2014, Pages 361-372

  Mali, Provash ^a   Mukhopadhyay, Amitabha ^a  

^a UNIVERSITY OF NORTH BENGAL   (India)

Author keywords

Consumer price index; Detrended fluctuation analysis; Generalized binomial multifractal model; Long range time correlation; Multifractality

Indexed keywords

COMMERCE; FRACTALS; GOLD; PROBABILITY DISTRIBUTIONS; TIME SERIES;

CONSUMER PRICE INDEX; DETRENDED FLUCTUATION ANALYSIS; MULTIFRACTAL MODELS; MULTIFRACTALITY; TIME CORRELATIONS;

TIME SERIES ANALYSIS;

EID: 84905023111     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2014.06.076     Document Type: Article

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