True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence
| Year of publication: |
2007
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|---|---|
| Authors: | Lux, Thomas ; Matteo, Di ; Ruipeng, Liu |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004981139