Statistical tests of distributional scaling properties for financial return series (Q4554491)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Statistical tests of distributional scaling properties for financial return series |
scientific article; zbMATH DE number 6979520
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical tests of distributional scaling properties for financial return series |
scientific article; zbMATH DE number 6979520 |
Statements
Statistical tests of distributional scaling properties for financial return series (English)
0 references
14 November 2018
0 references
multifractal
0 references
unifractal
0 references
bootstrap inference
0 references
hypothesis testing
0 references
financial returns
0 references
0 references
0 references
0 references
0 references
0 references
0.8043193817138672
0 references
0.7936389446258545
0 references
0.7770174145698547
0 references
0.7770126461982727
0 references
0.7560029029846191
0 references
