Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (Q2897157)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns |
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Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (English)
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8 July 2012
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multifractal process
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skeweness
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financial data
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leverage effect
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