Statistical inference in multifractal random walk models for financial time series
Additional authors:
ebrary, Inc.
Series:
Volkswirtschaftliche Analysen,
1432-8739 ;
. Bd. 18
Published by :
Peter Lang,
(Frankfurt am Main ; | New York :)
Physical details: 101 p. : ill.
Subject(s):
Time-series analysis.
|
Heteroscedasticity.
|
Finance
--
Econometric models.
|
Electronic books.
Year: 2011
Online resources:
-
http://site.ebrary.com/lib/rucke/Doc?id=10601340
- An electronic book accessible through the World Wide Web; click to view
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Dissertation--Hamburg Univ., 2010.
Includes bibliographical references.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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