//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"2010 Annual Meeting, July 25-27, 2010, Denver, Colorado"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"fractional Brownian motion"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial Economics
1
Fractional Brownian Motion
1
Hurst exponent
1
Risk and Uncertainty
1
Unit root
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Power, Gabriel J.
1
Turvey, Calum G.
1
Wongsasutthikul, Paitoon
1
Institution
All
Agricultural and Applied Economics Association - AAEA
1
Published in...
All
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
Physica A: Statistical Mechanics and its Applications
33
Statistical Inference for Stochastic Processes
22
Stochastic Processes and their Applications
18
Statistics & Probability Letters
13
MPRA Paper
7
Cowles Foundation Discussion Papers
6
International journal of theoretical and applied finance
6
Quantitative finance
5
Advances in Economic and Financial Research - DOFIN Working Paper Series
4
Econometric reviews
4
Finance and Stochastics
4
Journal of mathematical finance
4
Risk and decision analysis
4
CREATES Research Papers
3
Finance and stochastics
3
International journal of financial engineering
3
LSE Research Online Documents on Economics
3
Mathematics and Computers in Simulation (MATCOM)
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
RePAd Working Paper Series
3
Risks : open access journal
3
Agricultural finance review
2
Annals of finance
2
BORRADORES DE ECONOMIA
2
Borradores de Economia
2
Computational economics
2
Discussion Papers / Business School, University of Exeter
2
Economic Modelling
2
Economic modelling
2
Finance
2
Financial innovation : FIN
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Mathematical finance
2
Mathematics and financial economics
2
Mathematics of operations research
2
Quantitative Finance
2
SSE/EFI Working Paper Series in Economics and Finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tübinger Diskussionsbeiträge
2
Working Papers / HAL
2
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Type I and Type II Errors in the Unit Root Determination of a
Fractional
Brownian
Motion
Wongsasutthikul, Paitoon
;
Turvey, Calum G.
;
Power, …
-
Agricultural and Applied Economics Association - AAEA
-
2010
when in fact the null is true. The
fractional
Brownian
motion
(fBm) process which has stationary but not necessarily …
Persistent link: https://www.econbiz.de/10009020455
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->