Pages that link to "Item:Q3603957"
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The following pages link to MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS (Q3603957):
Displaying 5 items.
- Measuring multiscaling in financial time-series (Q508279) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- Continuous-time skewed multifractal processes as a model for financial returns (Q2897157) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- A semi-Markovian approach to drawdown-based measures (Q6497556) (← links)