Multifractal models, intertrade durations and return volatility
vorgelegt von Mawuli Kouami Segnon
| Year of publication: |
2015
|
|---|---|
| Authors: | Segnon, Mawuli |
| Other Persons: | Lux, Thomas (degree supervisor) |
| Subject: | Finanzmarktökonometrie | Financial econometrics | Ökonophysik | Econophysics | Zeitreihenanalyse | Time series analysis | Statistische Bestandsanalyse | Duration analysis | Finanzmarkt | Financial market | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Prognose | Forecast | Ölpreis | Oil price | Welt | World | Börsenkurs | Share price | USA | United States | Ökonometrie | Kapitalmarktforschung |
| Description of contents: | Table of Contents [gbv.de] |
Erscheint auch als (Online-Ausgabe):
Segnon, Mawuli *1985-*. Multifractal models, intertrade durations and return volatility. - Kiel, 2015. - 1 Online-Ressource
Persistent link: https://www.econbiz.de/10011299266