Fat Tails, Volatility Clustering, Short-term and Long-term Multifractality of the East Asian Stock Exchange Indices

CCS'24

Warm-up: London, 30-31 Aug.
Conference: Exeter, 2-6 Sept.

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Fat Tails, Volatility Clustering, Short-term and Long-term Multifractality of the East Asian Stock Exchange Indices

Antenorcruz, Jude Maria V*; Batac, Rene CRoom 4

Wed 17:15 - 17:30

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