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Heavy tails and upper-tail inequality : the case of Russia
Ibragimov, Marat; Ibragimov, Rustam Ju. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 823-837
Persistent link: https://www.econbiz.de/10011949306
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A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus - In: Research in international business and finance 66 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
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Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus - In: International review of financial analysis 86 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
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What do we know about the second moment of financial markets?
Grobys, Klaus - In: International review of financial analysis 78 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013252740