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• Ruipeng Liu

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Paper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp07-12.

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Date of creation: 2007
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Handle: RePEc:wbs:wpaper:wp07-12

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  • Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007. "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics Working Papers 2007,06, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
  • Ruipeng Liu & T. Di Matteo & Thomas Lux, 2007. "True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence," Quantitative Finance Papers 0704.1338, arXiv.org. [Downloadable!]

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This page was last updated on 2009-12-1.