Long Memory and Fractality in Volatility Indices
A study of nine volatility indices reveals evidence of long memory and fractality, providing new insights for investment decisions and trading strategies.
Featured in No. 7 on 12 Jul 2023 ·
- Released
- 26 Sep 2022
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 14
- Identifier
- RePEc:hin:complx:6728432
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