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Project Details

Institution

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Deakin University
Deakin Business School
Department of Finance

Address 221 Burwood Highway
Burwood VIC 3125
Australien

Burwood VIC 3125

Projects

Research Grants
- Current projects
  - High-dimensional multivariate multifractal (HD-MMF) volatility models: regularized estimation, forecasting and risk management applications with realistically large portfolios of assets
    (Applicants Lux, Thomas ; Sattarhoff, Cristina )

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