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. Attached Files Name Description MIMEType Size Downloads Title Generalized method of moment estimation of multivariate multifractal models Author(s) Liu, Ruipeng orcid.org/0000-0003-4174-6135 Lux, Thomas Journal name Economic Modelling Volume number 67 Start page 136 End page 148 Total pages 13 Publisher Elsevier Place of publication Amsterdam, The Netherlands Publication date 2017-12-06 ISSN 0264-9993 Keyword(s) Multivariate Multifractal Long memory GMM estimation Language eng DOI 10.1016/j.econmod.2016.11.010 Field of Research 1402 Applied Economics 1403 Econometrics 1502 Banking, Finance And Investment Socio Economic Objective 970114 Expanding Knowledge in Economics HERDC Research category C1 Refereed article in a scholarly journal ERA Research output type C Journal article Copyright notice ©2016 Elsevier B.V. Persistent URL http://hdl.handle.net/10536/DRO/DU:30090957 Document type: Journal Article Collection: Department of Economics Related Links Link Description Connect to published version Go to link with your DU access privileges     Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Wed, 01 Feb 2017, 08:32:47 EST Wed, 01 Feb 2017, 08:34:57 EST Wed, 05 Apr 2017, 11:45:13 EST Thu, 06 Apr 2017, 05:01:15 EST Thu, 06 Apr 2017, 06:08:07 EST Fri, 21 Apr 2017, 13:50:13 EST Mon, 19 Jun 2017, 11:02:49 EST Mon, 19 Jun 2017, 11:04:54 EST Mon, 19 Jun 2017, 11:06:01 EST Thu, 07 Sep 2017, 15:01:46 EST Fri, 08 Sep 2017, 08:28:43 EST Sat, 16 Dec 2017, 01:31:57 EST Mon, 16 Jul 2018, 09:31:38 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 99 Abstract Views, 3 File Downloads  -  Detailed Statistics Created: Wed, 05 Apr 2017, 11:45:13 EST

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