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Long memory and multifractality: a joint test - MaRDI portal

Long memory and multifractality: a joint test (Q1619397)

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scientific article
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Long memory and multifractality: a joint test
scientific article

    Statements

    title
    Long memory and multifractality: a joint test (English)
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    author
    John Goddard
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    Enrico Onali
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    published in
    Physica A
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    publication date
    13 November 2018
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    zbMATH Keywords
    multifractality
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    long memory
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    volatility clustering
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    exchange rate returns
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62M07
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    zbMATH DE Number
    6978002
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    OpenAlex ID
    W2230321257
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    arXiv ID
    1601.00903
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