Work

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

Year: 2014

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2014.09.004

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

Institutions: Jawaharlal Nehru Technological University, Hyderabad, CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, General Electric (India)

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1966984868

FWCI: 20.72

Cites: 40

Cited by: 86

Related to: 10