Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina.
Statistical inference in multifractal random walk models for financial time series [electronic resource] / Cristina Sattarhoff. - Frankfurt am Main ; New York : Peter Lang, 2011. - 101 p. : ill. - Volkswirtschaftliche Analysen, Bd. 18 1432-8739 ; .
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.
Time-series analysis.
Heteroscedasticity.
Finance--Econometric models.
Electronic books.
QA280 / .S28 2011eb
Statistical inference in multifractal random walk models for financial time series [electronic resource] / Cristina Sattarhoff. - Frankfurt am Main ; New York : Peter Lang, 2011. - 101 p. : ill. - Volkswirtschaftliche Analysen, Bd. 18 1432-8739 ; .
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.
Time-series analysis.
Heteroscedasticity.
Finance--Econometric models.
Electronic books.
QA280 / .S28 2011eb