Fractal Analysis of the Gold Market in China
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"Are European equity markets efficient? New evidence from fractal analysis,"
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Cited by:
- Guo, Yaoqi & Yu, Zhuling & Yu, Chenxi & Cheng, Hui & Chen, Weixun & Zhang, Hongwei, 2021. "Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA," Research in International Business and Finance, Elsevier, vol. 58(C).
- Wu, Binghui & Duan, Tingting, 2017. "The fractal feature and price trend in the gold future market at the Shanghai Futures Exchange (SFE)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 99-106.
- He, Kaijian & Chen, Yanhui & Tso, Geoffrey K.F., 2017. "Price forecasting in the precious metal market: A multivariate EMD denoising approach," Resources Policy, Elsevier, vol. 54(C), pages 9-24.
- Emrah BALKAN & Umut UYAR, 2022. "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 106-121, April.
- Indranil Ghosh & Manas K. Sanyal & R. K. Jana, 2021. "Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 503-527, February.
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More about this item
Keywords
gold market; fractal; R/S analysis; MF-DFA;All these keywords.
JEL classification:
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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