Dutta, Srimonti; Ghosh, Dipak; Samanta, Shukla - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 195-204
This paper studies the variation of autocorrelation and cross correlation coefficients of gold price and SENSEX fluctuations with time. The paper uses MFDFA and MFDXA methodologies. SENSEX plays a more dominant role in the variation of cross correlations. It is observed that the cross...