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Statistical inference in multifractal random walk models for financial time series

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Detalhes bibliográficos
Autor principal:	Sattarhoff, Cristina
Autor Corporativo:	ebrary, Inc
Formato:	Thesis Recurso Electrónico livro electrónico
Idioma:	inglês
Publicado em:	Frankfurt am Main ; New York : Peter Lang, 2011.
Colecção:	Volkswirtschaftliche Analysen, Bd. 18
Assuntos:	Time-series analysis. Heteroscedasticity. Finance > Econometric models. Electronic books.
Acesso em linha:	An electronic book accessible through the World Wide Web; click to view
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!

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