Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations (Q1673056)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations |
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Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations (English)
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11 September 2018
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multifractal
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high-frequency data
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intraday
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maximum likelihood
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credit spread
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