Multifractality and long-range dependence of asset returns : The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Kiel Working Paper ; 1427
- Klassifikation
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Wirtschaft
- Ereignis
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Veröffentlichung
- (wo)
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Kiel
- (wer)
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Kiel Institute for the World Economy (IfW)
- (wann)
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2008
- Urheber
- Handle
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10419/4304
- URN
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urn:nbn:de:101:1-201704044372
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:45 MESZ
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Beteiligte
- Liu, Ruipeng
- Di Matteo, Tiziana
- Lux, Thomas
- Kiel Institute for the World Economy (IfW)
Entstanden
- 2008
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