Log in

Multifractality and L-R Dependence of Returns, Lux

Multifractality and L-R Dependence of Returns, Lux
  • Public
By hyper_critical 2347 days ago

Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components