Browsen in EconStor gesamt nach Autor:innen Liu, Ruipeng
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Erscheinungsjahr | Titel | Autor:innen |
2007 | True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence | Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas |
2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components | Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas |
2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components | Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas |
2010 | Flexible and robust modelling of volatility comovements: a comparison of two multifractal models | Liu, Ruipeng; Lux, Thomas |