On the statistics of scaling exponents and the multiscaling value at risk

Brandi, G. and Di Matteo, T. (2021) On the statistics of scaling exponents and the multiscaling value at risk. European Journal of Finance, 28 (13-15). pp. 1361-1382. ISSN 1351-847X

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Official URL:	https://www.tandfonline.com/doi/full/10.1080/13518...
Item Type:	Article
Disciplines:	Computing, Maths, Engineering and Natural Sciences > Data Science & AI
Depositing User:	Giuseppe Brandi
Date Deposited:	05 Dec 2024 16:47
Last Modified:	13 Dec 2024 14:54
URI:	https://nul.repository.guildhe.ac.uk/id/eprint/2291

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