Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Wei Sun; Svetlozar Rachev; Frank J. Fabozzi; Petko S. Kalev
| Year of publication: |
2008
|
|---|---|
| Authors: | Sun, Wei ; Račev, Svetlozar T. ; Fabozzi, Frank J. ; Kalev, Petko S. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 2, p. 217-241
|
| Subject: | Wertpapierhandel | Securities trading | Zeitökonomie | Economy of time | Statistische Verteilung | Statistical distribution | Aktienmarkt | Stock market | New York | USA | United States | 2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003644932