Browsing Video Library by Author "Matteo, Tiziana D."
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Multiscaling in Finance
Matteo, Tiziana D. (Indian Institute of Management Ahmedabad, 2017-11-10)The multiscaling behaviour of financial time-series is one of the acknowledged stylized facts in the literature [1]. The source of the measured multifractality in financial markets has been long debated and it has been ...