Pages that link to "Item:Q2937149"
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The following pages link to A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149):
Displaying 5 items.
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Rough volatility via the Lamperti transform (Q6059021) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
- An information theory approach to stock market liquidity (Q6592503) (← links)
