Self‐similarity in long‐horizon returns (Q5855960)
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scientific article; zbMATH DE number 7326787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self‐similarity in long‐horizon returns |
scientific article; zbMATH DE number 7326787 |
Statements
Self‐similarity in long‐horizon returns (English)
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23 March 2021
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asset return modeling
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equity bias for longer horizons
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self-similarity and scaling
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