Multifractal detrended cross-correlation analysis on gold,...

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

Pal, Mayukha, Madhusudana Rao, P., Manimaran, P.
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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
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