Long-term vs. short-term comovements in stock markets: the use of Markov-switching multifractal models
| Year of publication: |
2011
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|---|---|
| Authors: | Idier, Julien |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 17.2011, 1, p. 27-49
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