Statistical tests of distributional scaling properties for financial return series (Q4554491)
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scientific article; zbMATH DE number 6979520
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical tests of distributional scaling properties for financial return series |
scientific article; zbMATH DE number 6979520 |
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Statistical tests of distributional scaling properties for financial return series (English)
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14 November 2018
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multifractal
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unifractal
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bootstrap inference
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hypothesis testing
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financial returns
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0.8043193817138672
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0.7936389446258545
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0.7770174145698547
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0.7770126461982727
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0.7560029029846191
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