Statistical inference in multifractal random walk models for financial time series
Cristina Sattarhoff
| Year of publication: |
2011
|
|---|---|
| Authors: | Sattarhoff, Cristina |
| Publisher: |
Frankfurt am Main [u.a.] : Lang |
| Subject: | Volatilität | Irrfahrtsproblem | Zeitreihe |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | 101 S. : graph. Darst. |
|---|---|
| Series: | Volkswirtschaftliche Analysen. - Frankfurt, M. ; Berlin ; Bern [u.a.] ; Wien : Lang, ISSN 1432-8739. - Vol. 18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Hamburg, Univ., Diss., 2010 |
| ISBN: | 978-3-631-60673-5 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009172632