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1
Multifractality
in finance : a deep understanding and review of Mandelbrot's
MMAR
Maglione, Federico
-
2015
Persistent link: https://www.econbiz.de/10011632222
Saved in:
2
A multifractal model of asset (in)variances
Grobys, Klaus
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
Saved in:
3
Source of the
multifractality
in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet
- In:
Journal of business & economics research
12
(
2014
)
4
,
pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
Saved in:
4
One model is not enough : heterogeneity in cryptocurrencies' multifractal profiles
Bariviera, Aurelio Fernández
- In:
Finance research letters
39
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805488
Saved in:
5
Time evolution of market efficiency and
multifractality
of the Japanese stock market
Takaishi, Tetsuya
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-12
anti-persistence around the year 2000, which still persists. The degree of
multifractality
varies over time and does not …
Persistent link: https://www.econbiz.de/10012814029
Saved in:
6
The inefficiency of Litecoin : a dynamic analysis
Jana, R. K.
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10012418688
Saved in:
7
Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane
;
Bouri, Elie
;
Roubaud, David
- In:
Finance research letters
31
(
2019
),
pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
Saved in:
8
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
Saved in:
9
Rough volatility of Bitcoin
Takaishi, Tetsuya
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430795
Saved in:
10
Measuring informational efficiency of the European carbon market : a quantitative evaluation of higher order dependence
Sattarhoff, Cristina
;
Gronwald, Marc
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472965
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