On the modeling of financial time series
Year of publication: |
2015
|
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Authors: | Kutergin, Aleksey ; Filimonov, Vladimir |
Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 131-151
|
Subject: | Circulant Embedding Method | Estimation of parameters | Financial time series | Multifractal Random Walk | Numerical simulations | Stylized facts | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk | Schätztheorie | Estimation theory | Simulation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
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