Sanderson, Rohnn - In: International journal of economic sciences and applied … 4 (2011) 2, pp. 99-124
level of long-run dependence in the price data of gold. This technique will allow for the separation and quantification of … look like standard autocorrelation. Also, components of a price's behaviour may not be linear or may be unable to be … how large the deterministic and random components of gold prices are. -- dynamic systems ; hurst exponent ; spectral …