Work

Multifractality and value-at-risk forecasting of exchange rates

Year: 2014

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2014.01.024

Authors: Jonathan A. Batten, Harald Kinateder, Niklas Wagner

Institutions: Monash University, University of Passau

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1998371697

FWCI: 9.142

Cites: 39

Cited by: 37

Related to: 10