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

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

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

. 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. …