Showing 1 - 10 of 22
Persistent link: https://www.econbiz.de/10011654542
Persistent link: https://www.econbiz.de/10014322445
bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM … general, the Lognormal MSM models generate "apparent" long memory in good agreement with empirical scaling provided one uses …
Persistent link: https://www.econbiz.de/10010273174
bonds) and analyze their multi-scaling properties by estimating the parameters of a Markov-switching multifractal model (MSM … general, the Lognormal MSM models generate ?apparent? long memory in good agreement with empirical scaling provided one uses …
Persistent link: https://www.econbiz.de/10010295131
Persistent link: https://www.econbiz.de/10001679496
Persistent link: https://www.econbiz.de/10014362752
Persistent link: https://www.econbiz.de/10014434865
Persistent link: https://www.econbiz.de/10010378587
Persistent link: https://www.econbiz.de/10009295805
With a novel experimental design we investigate whether risk perception, return expectations, and investment propensity are influenced by the scale of the vertical axis in charts. We explore this for two presentation formats, namely return charts and price charts, where we depict low- and...
Persistent link: https://www.econbiz.de/10011899115