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~subject:"Multiscaling"
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Multiscaling
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International review of financial analysis
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Quantitative finance
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ECONIS (ZBW)
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On the interplay between multiscaling and stock dependence
Buonocore, R. J.
;
Brandi, Giuseppe
;
Mantegna, Rosario N.
; …
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 133-145
Persistent link: https://www.econbiz.de/10012194859
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2
Multiscaling and rough volatility : an empirical investigation
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
International review of financial analysis
84
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013472729
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