Pages that link to "Item:Q3603957"

The following pages link to MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957):

Displaying 3 items.

• Measuring multiscaling in financial time-series (Q508279) (← links)
• On the interplay between multiscaling and stock dependence (Q5215444) (← links)
• A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)