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Cited by 375

The DOI matches its Crossref record; 68 of the 68 references it cites were found in a registry or an index.

Multi-scaling in finance

Open access
Di Matteo, T.·2007·Quantitative Finance
DOI 10.1080/14697680600969727
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Abstract

The most suitable paradigms and tools for investigating the scaling structure of financial time series are reviewed and discussed in the light of some recent empirical results. Different types of scaling are distinguished and several definitions of scaling exponents, scaling and multi-scaling processes are given. Methods to estimate such exponents from empirical financial data are reviewed. A detailed description of the Generalized Hurst exponent approach is presented and substantiated with an empirical analysis across different markets and assets.

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Metadata

Authors
Di Matteo, T.
Venue
Quantitative Finance
Publisher
Informa UK Limited
Published
2007-02
Volume
7
Issue
1
Pages
21-36
ISSN
  • 1469-7688 (ISSN-L)
  • 1469-7696
DOI
10.1080/14697680600969727
OpenAlex
W2152627601
Cited by
375
References
68
FWCI
32.77
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Multi-scaling in finance. https://app.cochat.ai/papers/10.1080/14697680600969727
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Di Matteo, T. (2007). Multi-scaling in finance. Quantitative Finance. https://doi.org/10.1080/14697680600969727

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.