On the interplay between multiscaling and stock dependence
Year of publication: |
2020
|
---|---|
Authors: | Buonocore, R. J. ; Brandi, Giuseppe ; Mantegna, Rosario N. ; Di Matteo, Tiziana |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 1, p. 133-145
|
Subject: | Dependence | Multiscaling | Multivariate properties | Univariate properties |
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