tails seen on financial series, long-term dependence and multifractality on the returns of four real estate indexes using …

. Following concerns regarding the impact of the long-term dependence assumption on risk (Holton, 1992), this paper quantifies and …

. Following concerns regarding the impact of the long-term dependence assumption on risk (Holton, 1992), this paper quantifies and …

method for simulating Geometric Brownian Motion processes with long-term dependence, also referred as Fractional Geometric …

in these market. The empirical findings in general provide more support for no long memory process or no long-term … dependence in international tourism market of India. …

employed to test in these markets. The empirical findings in general provide more support for no long memory process or no long-term … dependence in international tourism market of India. …

. Traditionally, risk is measured by "standard deviation". Other risk measures like "excess kurtosis", "excess skewness", "long-term … observations are "independent and identically distributed" is concerned, maritime time series analysis shows "long term dependence … dependence" and the "catastrophe propensity" were ignored. Risk in 1900 was based on the mathematical laws of Chance and …

. Traditionally, risk is measured by "standard deviation". Other risk measures like "excess kurtosis", "excess skewness", "long-term … observations are "independent and identically distributed" is concerned, maritime time series analysis shows "long term dependence … dependence" and the "catastrophe propensity" were ignored. Risk in 1900 was based on the mathematical laws of Chance and …