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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~isPartOf:"International review of financial analysis"
~isPartOf:"The European journal of finance"
~person:"Brandi, Giuseppe"
~type:"article"
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On the statistics of scaling exponents and the multiscaling value at risk
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1361-1382
Persistent link: https://www.econbiz.de/10013532216
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