Long memory and multifractality: a joint test (Q1619397)
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scientific article
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| English | Long memory and multifractality: a joint test |
scientific article |
Statements
Long memory and multifractality: a joint test (English)
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13 November 2018
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multifractality
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long memory
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volatility clustering
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exchange rate returns
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0.8792897
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0.8782944
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0.87420386
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0.8688048
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