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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100 1 |a Sattarhoff, Cristina. 
245 1 0 |a Statistical inference in multifractal random walk models for financial time series  |h [electronic resource] /  |c Cristina Sattarhoff. 
260 |a Frankfurt am Main ;  |a New York :  |b Peter Lang,  |c 2011. 
300 |a 101 p. :  |b ill. 
440 0 |a Volkswirtschaftliche Analysen,  |x 1432-8739 ;  |v Bd. 18 
502 |a Dissertation--Hamburg Univ., 2010. 
504 |a Includes bibliographical references. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2011.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Time-series analysis. 
650 0 |a Heteroscedasticity. 
650 0 |a Finance  |x Econometric models. 
655 7 |a Electronic books.  |2 local 
710 2 |a ebrary, Inc. 
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