期刊名称：International Journal of Economics and Finance Studies
电子版ISSN：1309-8055
出版年度：2013
卷号：5
期号：1
出版社：Social Sciences Research Society
摘要：In this paper, we investigate the multifractal features of a gold market which is known as the safe harbour in the face of political and economic chaos. We performed two different methodologies which are Multifractal Detrended Fluctuation Analysis (MF-DFA) and the Wavelet Transform Modulus Maxima (WTMM) in order to investigate the multifractality of Gold spot price/ounce. After given some brief introduction, then we explain the particular implementation of the above methods and compare their effectiveness. Finally, we conclude that gold price series are multifractal by these methods.
