MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957)
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scientific article; zbMATH DE number 5510654
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS |
scientific article; zbMATH DE number 5510654 |
Statements
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (English)
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24 February 2009
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0.805036187171936
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0.7792476415634155
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0.7787712216377258
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0.7759240865707397
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0.767143189907074
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