On the modeling of financial time series
Aleksey Kutergin and Vladimir Filimonov
| Year of publication: |
2015
|
|---|---|
| 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 | Simulation | Schätztheorie | Estimation theory | Börsenkurs | Share price | Wechselkurs | Exchange rate | Volatilität | Volatility | Finanzmarkt | Financial market | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326692