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Multifractality and value-at-risk forecasting of exchange rates
16 references·2 citing·39 second hop
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166 cited
  • 2011A Multifractal Model of Asset Returns143 cited
  • Cited by

    • 2017A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets34 cited
    • 2016On time-varying predictability of emerging stock market returns28 cited