From: Modeling and forecasting time series of precious metals: a new approach to multifractal data
Gold | Silver | Platinum | |
---|---|---|---|
General Hurst Exponents | 1.5043 | 1.4714 | 1.4927 |
General Hurst Exponents of Fluctuation Function Time Series at Scale 256 | 1.3255 | 1.3237 | 1.4515 |
% Change | 11.89% | 10.04% | 2.76% |