Multifractional processes in finance
Sergio Bianchi and Augusto Pianese
| Year of publication: |
2014
|
|---|---|
| Authors: | Bianchi, Sergio ; Pianese, Augusto |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 5.2014, 1, p. 1-22
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| Subject: | Multifractional processes | efficient markets | behavioral finance | stylized facts | Anlageverhalten | Behavioural finance | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| 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://www.econbiz.de/10010492606