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0546143 - ÚI 2022 RIV CZ eng C - Conference Paper (international conference)
Kalina, Jan
Multifractal approaches in econometrics and fractal-inspired robust regression.
MME 2021, 39th International Conference on Mathematical Methods in Economics. Conference Proceedings. Prague: Faculty of Economics and Management, Czech University of Life Sciences Prague, 2021 - (Hlavatý, R.), s. 238-243. ISBN 978-80-213-3126-6.
[MME 2021: International Conference on Mathematical Methods in Economics /39./. Prague (CZ), 08.09.2021-10.09.2021]
Institutional support: RVO:67985807
Keywords : chaos in economics * fractal market hypothesis * reciprocal weights * robust regression * prediction
OECD category: Applied Economics, Econometrics
https://mme2021.v2.czu.cz/dl/99363?lang=en
Permanent Link: http://hdl.handle.net/11104/0322694