Multifractality and value-at-risk forecasting of exchange rates
Batten, Jonathan A., Kinateder, Harald, Wagner, NiklasVolume:
401
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2014.01.024
Date:
May, 2014
File:
PDF, 984 KB
english, 2014