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subject:"Panel"
subject:"Stochastic process"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre"
~institution:"University of Cambridge / Faculty of Economics"
~subject:"Monte-Carlo-Simulation"
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
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contributor
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2005
Persistent link: https://www.econbiz.de/10002808714
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Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
Lux, Thomas
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781208
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