A risk measure of the stock market that is based on multifractality (Q2128744)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risk measure of the stock market that is based on multifractality |
scientific article |
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A risk measure of the stock market that is based on multifractality (English)
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22 April 2022
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multifractal
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risk measure
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market risk
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CVaR
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