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An empirical multivariate extension of random-exponent fractal modeling - joint distribution and portfolio risk in cross-asset ETFs
| Title: | An empirical multivariate extension of random-exponent fractal modeling - joint distribution and portfolio risk in cross-asset ETFs | Authors: | Antunes de Araujo, Fernando Henrique; Kojić, Milena   |
Issue Date: | 2026 | Publication: | The North American journal of economics and finance | ISSN: | 1879-0860 North American Journal of Economics and Finance Search Idenfier |
Publisher: | New York : Elsevier Inc. | Type: | Article | Collation: | vol. 86 br. Vol. 86 str. 102698-102698 | DOI: | 10.1016/j.najef.2026.102698 | WoS-ID: | 001848887900001 | Scopus-ID: | 2-s2.0-105047073727 | VBS COBISS: | 199441929 | URI: | http://ebooks.ien.bg.ac.rs/2353/ https://plus.cobiss.net/cobiss/sr/sr/bib/199441929#izum.si https://enauka.gov.rs/handle/123456789/1048891 |
M-category: | 21aM21a |
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