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Multifractal model
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Börsenkurs
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Multifractal model of asset returns
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Markov-switching multifractal model
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Liu, Ruipeng
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Mandelbrot, Benoit
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Di Matteo, Tiziana
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Fillol, Jérôme
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Fu, Junhui
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Cowles Foundation for Research in Economics, Yale University
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RePEc
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ECONIS (ZBW)
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Multifractality of Deutschemark/US Dollar Exchange Rates
Fisher, Adlai
;
Calvet, Laurent
;
Mandelbrot, Benoit
-
Cowles Foundation for Research in Economics, Yale University
-
1997
This paper presents the first empirical investigation of the
Multifractal
Model
of Asset Returns ("MMAR"). The MMAR …
Persistent link: https://www.econbiz.de/10005249164
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