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.