$Statistical inference in multifractal random walk models for financial time series$
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Statistical inference in multifractal random walk models for financial time series

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Bibliographic Details
Main Author:	Sattarhoff, Cristina
Corporate Author:	ebrary, Inc
Format:	Thesis Electronic eBook
Language:	English
Published:	Frankfurt am Main ; New York : Peter Lang, 2011.
Series:	Volkswirtschaftliche Analysen, Bd. 18
Subjects:	Time-series analysis. Heteroscedasticity. Finance > Econometric models. Electronic books.
Online Access:	An electronic book accessible through the World Wide Web; click to view
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$Statistical inference in multifractal random walk models for financial time series$

Statistical inference in multifractal random walk models for financial time series by Sattarhoff, Cristina

Published 2011

An electronic book accessible through the World Wide Web; click to view

Thesis Electronic eBook