A multifractal model of asset (in)variances
Klaus Grobys
| Year of publication: |
2023
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|---|---|
| Authors: | Grobys, Klaus |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-37
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| Subject: | Bitcoin | Hurst exponents | Long memory | MMAR | Multifractal model of asset invariances | Power laws | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Volatilität | Volatility | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101767 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014433281