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

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

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DOI: 10.1142/S0219525908001969

access: closed

type: Journal Article

metadata version: 2023-11-12

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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)

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