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multifractal returns in mining industry

This paper investigates the multifractal model of asset returns MMAR a class of continuoustime processes that incorporate the thick tails and volatility persistence exhibited by many financial time series The simplest version of the MMAR compounds a Brownian motion with a multifractal timedeformation

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Multifractal Detrended Fluctuation Analysis of Return on
Multifractal Detrended Fluctuation Analysis of Return on

We revisit the issue of market efficiency of Bitcoin which is an important part of the new financial technology FinTech by analyzing the Bitcoin returns using two recently developed analytical techniques called bipower variation method and Multifractal Detrended Fluctuation Analysis MF‐DFA

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Multifractal analysis in mining microseismicity and its
Multifractal analysis in mining microseismicity and its

Multifractal analysis in mining microseismicity and its application to seismic hazard in mine Article in International Journal of Rock Mechanics and Mining Sciences 787478 · April 2015 with 121

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SA’s mining industry returns to profitability in 2019
SA’s mining industry returns to profitability in 2019

SA’s mining industry returned to profitability in 2019 despite a challenging operating environment marred by regulatory uncertainty energy constraints labour disputes illegal mining

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A Multifractal Model of Asset Returns
A Multifractal Model of Asset Returns

the mathematics of multifractal measures and processes Section 4 applies the idea of multiscaling to nancial time series and presents the Multifractal Model of Asset Returns Section 5 concludes This paper is the rst in a three paper series that introduces the concept of multifractality YALE UNIVERSITY

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Mining  Return on Investment  Glacier Media
Mining Return on Investment Glacier Media

definition of what is a return or cost will influence the calculation of ROI In addition given these and other factors it is difficult to use as a meaningful comparator across industries and even between different commodities in mining In considering whether the mining industry

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What are Multifractals
What are Multifractals

Multifractal Spectra From the pixel mass distribution FracLac does calculations and returns data and graphics known as multifractal spectra Put simply multifractal spectra are the data or graphs showing how a pattern behaves if amplified in certain ways

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Multifractal Analysis  MATLAB  Simulink
Multifractal Analysis MATLAB Simulink

Multifractal Analysis To see some realworld examples of antipersistent time series load and analyze the daily log returns for the Taiwan Weighted and Seoul Composite stock indices The daily returns for both indices cover the approximate period from July 1997 through April 2016

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Mining risk and assurance
Mining risk and assurance

KPMG’s Global Head of Mining Wayne Jansen has 24 years of audit and advisory experience across a broad range of clients Specializing in the Energy and Natural Resources industry he has extensive experience in risk management has led large multinational external audits assisted companies in

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Key Financial Ratios to Analyze the Mining Industry
Key Financial Ratios to Analyze the Mining Industry

Key Financial Ratios to Analyze the Mining Industry FACEBOOK The returnonequity ratio or ROE is a key financial indicator considered by investors because it indicates the level of profit

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Multifractal Detrended CrossCorrelation Analysis of the
Multifractal Detrended CrossCorrelation Analysis of the

We investigate the crosscorrelations of returnvolume relationship of the Bitcoin market In particular we select eight exchange rates whose trading volume accounts for more than 98 market shares to synthesize Bitcoin indexes The empirical results based on multifractal detrended crosscorrelation analysis MFDCCA reveal that 1 the nonlinear dependencies and powerlaw crosscorrelations

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Mining terms explained A to Z  Anglo American
Mining terms explained A to Z Anglo American

We have launched YourVoice a service which provides you with a confidential and secure way to tell us about your concerns

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Are Islamic stock markets efficient A multifractal
Are Islamic stock markets efficient A multifractal

In this paper we use the methods of Multifractal Detrended Fluctuation Analysis MFDFA and DFA based on generalized Hurst exponents to compare the relative efficiency between short and longrun horizons and small and large fluctuations of emerging and developed Islamic stock markets

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The MarkovSwitching Multifractal Model of Asset
The MarkovSwitching Multifractal Model of Asset

The MarkovSwitching Multifractal Model of Asset Returns GMM Estimation and Linear Forecasting of Volatility April 5 2006 Abstract Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in finance The major attraction of these processes is their ability to generate various degrees of

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The MarkovSwitching Multifractal Model of Asset Returns
The MarkovSwitching Multifractal Model of Asset Returns

Multifractal processes have recently been proposed as a new formalism for modeling the time series of returns in finance The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returnsa feature that has been found in virtually all financial data

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Value Creation in Mining 2019 Return to Strategy
Value Creation in Mining 2019 Return to Strategy

After a deep fiveyear slide the mining industry started to recover in 2016 aided by significant increases in commodity prices In 2016 and 2017 the median total shareholder return TSR of the 63 leading mining companies in our study was 41 and 23 respectively

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Multifractal analysis of Moroccan family business stock
Multifractal analysis of Moroccan family business stock

In this paper longrange temporal correlations at different scales in Moroccan family business stock returns are investigated For comparison purpose presence of multifractality is also

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On the relationship between energy returns and trading
On the relationship between energy returns and trading

ABSTRACTForecasting and modelling commodities price movements and the activity of energy markets are of real interest to investors and policymakers especially during turbulent times This study investigates the volume–returns relationship for two major energy markets oil and gas during the recent global financial crisis Unlike previous studies we examine this relationship by applying an

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Mining Industry Trends and Challenges  2018 Deloitte Report
Mining Industry Trends and Challenges 2018 Deloitte Report

This year marks the 10 th anniversary of Deloitte’s annual mining trend report Tracking the trends 2018 The top 10 issues shaping mining in the year ahead describes scenarios that could put some mining companies at a competitive disadvantage in today’s technological environmental and social climate and offers potential strategies to help companies to thrive in the future

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Longwall amputee returns to mining industry
Longwall amputee returns to mining industry

Longwall amputee returns to mining industry EIGHT years after a shocking accident at the Oaky Creek No 1 longwall mine in Queensland that took both of Brant Norths legs he has returned to the mining industry in a bid to prevent other miners from suffering the same fate

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Metals  Mining Industry Analysis  Fitch Solutions
Metals Mining Industry Analysis Fitch Solutions

Jan 14 2020 · Financial industry news on credit and macro intelligence solutions Solutions Counterparty Risk Solution For Credit Risk Analysis that the Democratic Republic of the Congo’s current account deficit will widen in 2020 and 2021 on the back of weaker mining export revenues

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Top 10 business risks facing mining and metals 2017–2018
Top 10 business risks facing mining and metals 2017–2018

the mining and metals sector Companies will have to be increasingly flexibleand agile in their business models to remain competitive” Miguel Zweig EY Global Mining Metals Leader Top 10 risks 20172018 Over 10 years 2008 peak of the supercycle 01 Digital effectiveness 01 Skills shortage 02 Competitive shareholder returns 02 Industry

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KPMG GLOBAL MINING INSTITUTE Mining projects
KPMG GLOBAL MINING INSTITUTE Mining projects

Global Mining Leader – Projects KPMG in Australia Few mining companies possess either the engineering strength or the will to build a mine completely independently The ‘engineer procure construct’ EPC model is an increasingly popular approach to oil gas and infrastructure development with full responsibility

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A Beginners Guide to Mining Stocks  Investopedia
A Beginners Guide to Mining Stocks Investopedia

Jan 22 2018 · A look at the risks and rewards of mining stocks and what the major and minor mining companies can bring to your portfolio A Beginners Guide to Mining Stocks FACEBOOK juniors can return

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condmat0008069 Multifractal returns and Hierarchical
condmat0008069 Multifractal returns and Hierarchical

Abstract We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales The multifractal description of asset fluctuations is generalized into a multivariate framework to account simultaneously for correlations across times scales and between a basket of assets

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Multifractal Spectral Analysis of the 1987 Stock Market
Multifractal Spectral Analysis of the 1987 Stock Market

The multifractal model of asset returns captures the volatility persistence of many financial time series Its multifractal spectrum computed from wavelet modulus maxima lines provides the spectrum of irregularities in the distribution of market returns over time and thereby of the kind of uncertainty or randomness in a particular market

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Metal Mining Industry financial strength leverage
Metal Mining Industry financial strength leverage

Quick Ratio Comment On the trailing twelve months basis Due to increase in Current Liabilities in the 4 Q 2019 Quick Ratio fell to 086 below Metal Mining Industry average Within Basic Materials sector Metal Mining Industry achieved highest Quick Ratio total ranking has deteriorated compare to the previous quarter from to 16

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Selfsimilarity and multifractality in financial asset
Selfsimilarity and multifractality in financial asset

Selfsimilarity and multifractality in financial asset returns Ö Önalan Faculty of Administration and Economics at Marmara University Turkey Abstract This paper presents an empirical investigation of scaling and the multifractal properties of financial asset returns It

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