MULTIFRACTAL BEHAVIOUR IN GOLD PRICES BY USING MF-DFAAND WTMM METHODS
In this paper, we investigate the multifractal features of a gold market which isknown as the safe harbour in the faceof political and economic chaos. Weperformed two different methodologieswhich are Multifractal DetrendedFluctuation Analysis (MF-DFA) and the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Social Sciences Research Society
2013-01-01
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| Series: | International Journal of Economics and Finance Studies |
| Online Access: | http://www.sobiad.org/eJOURNALS/journal_IJEF/archieves/2013_1/Feleknaz-Dilek.pdf |