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~person:"Di Matteo, Tiziana"
~source:"econstor"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Volatilität
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Markov-switching multifractal
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Di Matteo, Tiziana
Lux, Thomas
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Multifractality and long-range dependence of asset returns: The scaling behaviour of the
Markov
-switching multifractal model with lognormal volatility components
Liu, Ruipeng
;
Di Matteo, Tiziana
;
Lux, Thomas
-
2008
bonds) and analyze their multi-scaling properties by estimating the parameters of a
Markov
-switching multifractal model (MSM …
Persistent link: https://www.econbiz.de/10010273174
Saved in:
2
Multifractality and long-range dependence of asset returns: The scaling behaviour of the
Markov
-switching multifractal model with lognormal volatility components
Liu, Ruipeng
;
Di Matteo, Tiziana
;
Lux, Thomas
-
2008
bonds) and analyze their multi-scaling properties by estimating the parameters of a
Markov
-switching multifractal model (MSM …
Persistent link: https://www.econbiz.de/10010295131
Saved in:
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