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~isPartOf:"Asian Academy of Management Journal of Accounting and Finance"
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Asian Academy of Management Journal of Accounting and Finance
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Wavelet Test of Multifractality of Asia-Pacific Index Price Series
Yalamova, Rossitsa
- In:
Asian Academy of Management Journal of Accounting and …
2
(
2006
)
1
,
pp. 63-83
.
Multifractals
describe the cascade of volatility of returns and are suited for research at different time scales simultaneously …
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