Statistical inference in multifractal random walk models for financial time series
Cristina Sattarhoff
| Year of publication: |
[2011]
|
|---|---|
| Authors: | Sattarhoff, Cristina |
| Publisher: |
Frankfurt am Main : Peter Lang, Internationaler Verlag der Wissenschaften |
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Random Walk | Random walk | Induktive Statistik | Statistical inference | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Welt | World | Irrfahrtsproblem | Zeitreihe |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 101 Seiten Diagramme 21 cm |
|---|---|
| Series: | Volkswirtschaftliche Analysen. - Frankfurt, M. : Lang, ISSN 1432-8739, ZDB-ID 2138147-1. - Vol. Band 18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Universität Hamburg, 2010 |
| Notes: | Literaturverzeichnis: Seite 97-101 |
| ISBN: | 978-3-631-60673-5 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008990625