Browsing All of EconStor by Author Di Matteo, Tiziana
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2007 | True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence | Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas |
2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components | Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas |
2008 | Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components | Liu, Ruipeng; Di Matteo, Tiziana; Lux, Thomas |
2018 | Financial time series forecasting using empirical mode decomposition and support vector regression | Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso |