Statistical tests of distributional scaling properties for financial return series
Year of publication: |
July 2018
|
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Authors: | Hallam, Mark ; Olmo, Jose |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 7, p. 1211-1232
|
Subject: | Multifractal | Unifractal | Bootstrap inference | Hypothesis testing | Financial returns | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Finanzmarkt | Financial market |
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