On modes of long-range dependence (Q4804741)
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scientific article; zbMATH DE number 1902509
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| English | On modes of long-range dependence |
scientific article; zbMATH DE number 1902509 |
Statements
On modes of long-range dependence (English)
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27 July 2003
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long-range dependence
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persistence of signs
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persistence of magnitudes
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fractional Brownian motion
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risky asset models
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FATGBM model
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multifractal model
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0.90577036
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0.88172144
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0.8813947
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0.8793094
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