Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Year of publication: |
2023
|
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Authors: | Grobys, Klaus |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 86.2023, p. 1-22
|
Subject: | Foreign exchange rates | Pareto distributions | Power laws | Second moment | Variance | Variance of variance | Theorie | Theory | Varianzanalyse | Analysis of variance | Wechselkurs | Exchange rate | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Korrelation | Correlation |
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