Statistical analysis of daily gold price data
Year of publication: |
2004
|
---|---|
Authors: | Mills, Terence C. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 338.2004, 3, p. 559-566
|
Publisher: |
Elsevier |
Subject: | Econophysics | Gold price | Statistical finance | Persistence | Multi-scaling | Volatility |
-
Statistical analysis of high frequency data from the Athens stock exchange
Mills, Terence C., (2001)
-
Probability of large movements in financial markets
Kitt, Robert, (2009)
-
Scaling analysis of multi-variate intermittent time series
Kitt, Robert, (2005)
- More ...
-
Mills, Terence C., (1999)
-
Evaluation de la synchronisation des cycles économiques dans la zone euro
Mills, Terence C., (2010)
-
Long Term Trends and Business Cycles
Mills, Terence C.,
- More ...