Dollar’s Influence on Crude Oil and Gold Based on MF-DPCCA Method

Table 2

Generalized Hurst index among various markets.

q
–10	0.6272263	0.6280002	0.6480410	0.5760098
–9	0.6213409	0.6221774	0.6385016	0.5752960
–8	0.6149852	0.6153460	0.6280080	0.5747894
–7	0.6082220	0.6072685	0.6166944	0.5745056
–6	0.6011212	0.5976815	0.6048594	0.5744031
–5	0.5936910	0.5863316	0.5929820	0.5743408
–4	0.5857305	0.5730370	0.5816459	0.5740265
–3	0.5764880	0.5577637	0.5713630	0.5729683
–2	0.5635075	0.5406769	0.5623790	0.5704245
–1	0.5351630	0.5221167	0.5545418	0.5653273
0	0.5698492	0.5024799	0.5471707	0.5561330
1	0.5992305	0.4820786	0.5388807	0.5406397
2	0.5536593	0.4610930	0.5276715	0.5162277
3	0.5107301	0.4396853	0.5119128	0.4817407
4	0.4646855	0.4181886	0.4920531	0.4406914
5	0.4228323	0.3971793	0.4707981	0.4001724
6	0.3894462	0.3773279	0.4509153	0.3652485
7	0.3642258	0.3591675	0.4337104	0.3371389
8	0.3453119	0.3429717	0.4193129	0.3150261
9	0.3309200	0.3287742	0.4073696	0.2976178
10	0.3197183	0.3164512	0.3974339	0.2837566
	0.3075080	0.3115490	0.2506071	0.2922532