Browsing School of Applied Sciences by Subject "Co-movement"
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Multifractal behavior in precious metals: wavelet coherency and forecasting by varima and v-farima models
(World Scientific Publishing Co Pte Lt, 2019-06)We introduce a new approach to improve the forecasting performance by investigating the multifractal features and the dynamic correlations of return on spot prices of precious metals, namely, gold and platinum. The Holder ...
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