Statistical tests of distributional scaling properties for financial return series
Mark Hallam and Jose Olmo
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Hallam, Mark ; Olmo, Jose |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 7, p. 1211-1232
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| Subject: | Multifractal | Unifractal | Bootstrap inference | Hypothesis testing | Financial returns | Statistischer Test | Statistical test | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1298832 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011911533