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  • Search: subject:"Circulant Embedding Method"
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Subject
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Börsenkurs 1 Circulant Embedding Method 1 Estimation 1 Estimation of parameters 1 Estimation theory 1 Exchange rate 1 Financial market 1 Financial time series 1 Finanzmarkt 1 Multifractal Random Walk 1 Numerical simulations 1 Random Walk 1 Random walk 1 Schätztheorie 1 Schätzung 1 Share price 1 Simulation 1 Stylized facts 1 Time series analysis 1 Volatility 1 Volatilität 1 Wechselkurs 1 Zeitreihenanalyse 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Aufsatz im Buch 1 Book section 1
Language
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English 1
Author
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Filimonov, Vladimir 1 Kutergin, Aleksey 1
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Financial econometrics and empirical market microstructure 1
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ECONIS (ZBW) 1
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On the modeling of financial time series
Kutergin, Aleksey; Filimonov, Vladimir - In: Financial econometrics and empirical market microstructure, (pp. 131-151). 2015
Persistent link: https://www.econbiz.de/10011326692
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