A multifractal model of asset (in)variances
Year of publication: |
2023
|
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Authors: | Grobys, Klaus |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-37
|
Subject: | Bitcoin | Hurst exponents | Long memory | MMAR | Multifractal model of asset invariances | Power laws | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution |
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