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Multifractal Detrended Fluctuation Analysis of WLAN Traffic

✍ Scribed by Huifang Feng, Youji Xu

Book ID
118812554
Publisher
Springer US
Year
2011
Tongue
English
Weight
462 KB
Volume
66
Category
Article
ISSN
0929-6212

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In this paper, we investigate the efficiency and multifractality of a gold market based on multifractal detrended fluctuation analysis. Our evidence shows that the gold return series are multifractal both for time scales smaller than a month and for time scales larger than a month. For time scales s