4. Economy
  5. Quantitative Finance
  6. Statistical Finance

Ruipeng Liu

Economy – Quantitative Finance – Statistical Finance

Scientist

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True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Understanding the source of multifractality in financial markets

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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