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~institution:"Centre for Economic Research <Dublin>"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~subject:"Stochastischer Prozess"
~type_genre:"Working Paper"
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The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
Lux, Thomas
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781206
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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