On Discontinuity and Persistence in the Returns on Financial Assets: New Simulation-Based Evidence Derived From a Multifractal Model of Asset Returns

Grobys, Klaus

Springer Nature OA · Papers · License: Open Access

Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Computer Appl. in Social and Behavioral Sciences, Operations Research/Decision Theory, Behavioral/Experimental Economics, Math Applications in Computer Science

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On Discontinuity and Persistence in the Returns on Financial Assets: New Simulation-Based Evidence Derived From a Multifractal Model of Asset Returns

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