Pages that link to "Item:Q2937149"
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The following pages link to A NEW DISTRIBUTION-BASED TEST OF SELF-SIMILARITY (Q2937149):
Displaying 8 items.
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← links)
- Testing for the presence of self-similarity of Gaussian series having stationary increments (Q2742777) (← links)
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test (Q5036837) (← links)
- Rough volatility via the Lamperti transform (Q6059021) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)
- An information theory approach to stock market liquidity (Q6592503) (← links)