69 citations · 76 across the 2 of their papers we have counts for
2 papers
q-fin.ST2015★ 69 cited
Multifractal characterization of gold market: a multifractal detrended fluctuation analysis
Provash Mali, Amitabha Mukhopadhyay
The multifractal detrended fluctuation analysis technique is employed to analyze the time series of gold consumer price index (CPI) and the market trend of three world's highest go…
q-fin.ST2015★ 7 cited
Long-range memory and multifractality in gold markets
Provash Mali, Amitabha Mukhopadhyay
Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied. For both the market seri…