Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Multifractality and Long-Range Dependence of Asset returns: the Scaling ..."

Ruipeng Liu, Tiziana di Matteo, Thomas Lux (2008)

> Home

Details and statistics

DOI: 10.1142/S0219525908001969

access: closed

type: Journal Article

metadata version: 2023-11-12

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/advcs/LiuML08
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/advcs/LiuML08
Ruipeng Liu, Tiziana di Matteo, Thomas Lux:
Multifractality and Long-Range Dependence of Asset returns: the Scaling Behavior of the Markov-Switching Multifractal Model with Lognormal volatility Components. Adv. Complex Syst. 11(5): 669-684 (2008)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.