Self-affinity in financial asset returns
John Goddard; Enrico Onali
| Year of publication: |
2012
|
|---|---|
| Authors: | Goddard, John ; Onali, Enrico |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 24.2012, p. 1-11
|
| Subject: | Market efficiency | Self-affinity | Fractional integration | Long memory | L-stable process | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Finanzmarkt | Financial market |
| 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/10009688189