Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series
Pal, Mayukha, Madhusudana Rao, P., Manimaran, P.Volume:
416
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.09.004
Date:
December, 2014
File:
PDF, 635 KB
english, 2014