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Browsing by Subject Scaling
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
16-Oct-2013
Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components
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16-Oct-2013
True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence
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