Narrow search
Showing 1 - 8 of 8
Cover Image
Infinite variance stable moving averages with long memory
Kokoszka, Piotr S.; Taqqu, Murad S. - In: Journal of econometrics 73 (1996) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10006793822
Cover Image
Bachelier and his times: A conversation with Bernard Bru
Taqqu, Murad S. - In: Finance and stochastics 5 (2001) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10008217238
Cover Image
Stock market prices and long-range dependence
Willinger, Walter; Taqqu, Murad S.; Teverovsky, Vadim - In: Finance and stochastics 3 (1999) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10008218085
Cover Image
Option Pricing in ARCH-type Models
Kallsen, Jan; Taqqu, Murad S. - In: Mathematical finance : an international journal of … 8 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10008219353
Cover Image
Stable Non-Gaussian Random Processes
Knight, Keith; Samorodnitsky, Gennady; Taqqu, Murad S. - In: Econometric theory 13 (1997) 1, pp. 133-142
Persistent link: https://www.econbiz.de/10006999292
Cover Image
Testing diffusion processes for non-stationarity
Hamrick, Jeff; Taqqu, Murad S. - In: Mathematical methods of operations research 69 (2009) 3, pp. 509-552
Persistent link: https://www.econbiz.de/10008257942
Cover Image
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, … - In: Journal of econometrics 151 (2009) 2, pp. 159-178
Persistent link: https://www.econbiz.de/10008899322
Cover Image
Estimators of long-memory: Fourier versus wavelets
Faÿ, Gilles; Moulines, Eric; Roueff, François; Taqqu, … - In: Journal of econometrics 151 (2009) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10008280354