Listar por tema "Multifractals"
Mostrando ítems 1-1 de 1
-
Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching
Elsevier (2016)The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at ...