| Original language | English |
|---|---|
| Pages (from-to) | 669 - 684 |
| Number of pages | 16 |
| Journal | ADVANCES IN COMPLEX SYSTEMS |
| Volume | 11 |
| Publication status | Published - 2008 |
Multifractality and Long-Range Dependence of Asset Returns: The Scaling Behaviour of the Markov-Switching Multifractal model with Lognormal Volatility Components
R Liu, T Di Matteo, T Lux
Research output: Contribution to journal › Article › peer-review
29
Citations
(Scopus)