Statistical inference in multifractal random walk models for financial time series

Bibliographic Information

Statistical inference in multifractal random walk models for financial time series

Cristina Sattarhoff

(Volkswirtschaftliche Analysen, Bd. 18)

P. Lang, c2011

Available at  / 1 libraries

Search this Book/Journal

Note

Originally presented as the author's thesis (doctoral)--Hamburg Universität, 2010

Includes bibliographical references (p. [97]-101)

Related Books: 1-1 of 1

Details

  • NCID
    BB08624022
  • ISBN
    • 9783631606735
  • Country Code
    gw
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Frankfurt am Main
  • Pages/Volumes
    101 p.
  • Size
    21 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
Page Top