Revisiting the multifractality in stock returns and its modeling implications (Q1620210)
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scientific article; zbMATH DE number 6978707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revisiting the multifractality in stock returns and its modeling implications |
scientific article; zbMATH DE number 6978707 |
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Revisiting the multifractality in stock returns and its modeling implications (English)
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13 November 2018
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MF-DMA
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multifractality
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stock return
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fat-tailed distribution
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ARFIMA-GARCH
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