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"Long Memory and Fractality in the Universe of Volatility Indices."

Bikramaditya Ghosh, Elie Bouri (2022)

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DOI: 10.1155/2022/6728432

access: open

type: Journal Article

metadata version: 2024-02-05

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  dblp key:
  - journals/complexity/GhoshB22
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  - https://dblp.org/rec/journals/complexity/GhoshB22
Bikramaditya Ghosh, Elie Bouri:
Long Memory and Fractality in the Universe of Volatility Indices. Complex. 2022: 6728432:1-6728432:8 (2022)

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