Generalized method of moment estimation of multivariate multifractal models
Liu, Ruipeng and Lux, Thomas 2017, Generalized method of moment estimation of multivariate multifractal models, Economic Modelling, vol. 67, pp. 136-148, doi: 10.1016/j.econmod.2016.11.010.
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Generalized method of moment estimation of multivariate multifractal models
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