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Self-affinity in financial asset returns
John Goddard
*
, Enrico Onali
*
Corresponding author for this work
Aston Business School
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Keyphrases
Capitalization
20%
Daily Log
20%
Developed Countries
20%
Estimation Method
20%
Financial Returns
100%
Finite Sample
20%
Finite Sample Performance
20%
Fluctuation Analysis
40%
High Power
20%
Higher-order Moments
20%
Identically Distributed
20%
L-stable
20%
Log-returns
100%
Long-range Dependence
60%
Rescaled Range Analysis
40%
Sample Moments
20%
Self-affine
40%
Self-affinity
100%
Simulation Study
20%
Small Stock
20%
Stable Distribution
20%
Stock Market
40%
Mathematics
Alternative Hypothesis
100%
Developed Country
50%
Estimation Method
50%
High Power
50%
Range Dependence
50%
Sample Moment
50%
Simulation Study
50%
Stable Distribution
50%
Stock Market
100%
Economics, Econometrics and Finance
Capital Market Returns
100%
Estimation Theory
100%
Industrialized Countries
100%