Publications Scientific papers, economic policy articles, expert reports, blog posts, and more 1 Result enter search term Search Reset filter Suchfilter Publicationtype Working Paper (1) Units International Macroeconomics (1) Macroeconomic Policy under Market Imperfections (1) Authors Ruipeng Liu (1) Thomas Lux (1) Tiziana Di Matteo (1) Publication Series Kiel Working Papers (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Publicationtype: Working Paper Authors: Tiziana Di Matteo Remove all filters Working Paper Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components Kiel Working Papers 01/2008 Download Ruipeng Liu, Tiziana Di Matteo, Thomas Lux In this paper we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and... Selected Publication Series Kiel Working Papers Kiel Policy Briefs Kiel Institute Economic Outlook Economics E-Journal Review of World Economics Kiel Focus
Working Paper Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal Model with Lognormal Volatility Components Kiel Working Papers 01/2008 Download Ruipeng Liu, Tiziana Di Matteo, Thomas Lux In this paper we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and...
