Revisiting the multifractality in stock returns and its modeling implications
type: Item
instance of: scholarly article
title: Revisiting the multifractality in stock returns and its modeling implications
zbMATH Open document ID: 1400.91662
author: Shanshan He
author: Yudong Wang
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6978707
zbMATH Keywords: MF-DMA
zbMATH Keywords: multifractality
zbMATH Keywords: stock return
zbMATH Keywords: fat-tailed distribution
zbMATH Keywords: ARFIMA-GARCH
MaRDI profile type: Publication
full work available at URL: j.physa.2016.09.040
OpenAlex ID: W2528701213
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DOI: 10.1016/J.PHYSA.2016.09.040
description: scientific article; zbMATH DE number 6978707