Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

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p-exponent and p-leaders, Part II: Multifractal Analysis. Relations to Detrended Fluctuation Analysis (2015, background): “, [57, 58, 59, 60, 61, 62]), thus empirically justifying a posteriori the choice of Tmfd as a relevant multiresolution quantity for multifractal analysis.”
Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market (2013, background): “As a robust and powerful technique for the verification of multifractal behavior, MF-DFA has so far been applied to various markets, including international crude oil markets [5], foreign exchange markets [6], stock markets [7], gold markets [8], and agricultural commodity futures markets [9].”
Statistical properties and multifractality of Bitcoin (2017, background): “An especially interesting application of multifractal analysis is measuring the degree of multifractality of time series, which can be related to the degree of efficiency of financial markets[36, 37, 38, 39].”