Statistical inference in multifractal random walk models for financial time series

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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Description
Physical Description:101 p. : ill.
Bibliography:Includes bibliographical references.
ISSN:1432-8739 ;

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