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Statistical Inference in multifracta...

Sattarhoff. Cristina.

Statistical Inference in multifractal random walk models for financial time series /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Statistical Inference in multifractal random walk models for financial time series // Cristina Sattarhoff.
Author:	Sattarhoff. Cristina.
Published:	Frankfurt am Main ;Peter Lang, : 2011.,
Description:	101 p. :ill. ; : 21 cm.;
Subject:	Heteroscedasticity. -
ISBN:	3631606737 (cloth) :

Statistical Inference in multifractal random walk models for financial time series /
Sattarhoff. Cristina.

Statistical Inference in multifractal random walk models for financial time series /Cristina Sattarhoff. - Frankfurt am Main ;Peter Lang,2011. - 101 p. :ill. ;21 cm. - Volkswirtschaftliche Analysen ;Bd. 18. - Volkswirtschaftliche Analysen ;Bd. 18..

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

ISBN: 3631606737 (cloth) :NT1204

LCCN: 2011288976Subjects--Topical Terms:

672396
Heteroscedasticity.

Statistical Inference in multifractal random walk models for financial time series /
LDR:00655cam a22001935a 450 001 708833
005 20110913084458.0
008 120821s2011 gw a b 000 0 eng
010 $a 2011288976
020 $a 3631606737 (cloth) : $c NT1204
020 $a 9783631606735 (cloth)
035 $a 16958861
040 $a DLC $c DLC $d NFU
041 0 $a eng
042 $a pcc
100 1 $a Sattarhoff. Cristina. $3 837212
245 1 0 $a Statistical Inference in multifractal random walk models for financial time series / $c Cristina Sattarhoff.
260 $a Frankfurt am Main ; $a New York : $c 2011. $b Peter Lang,
300 $a 101 p. : $b ill. ; $c 21 cm.
490 1 $a Volkswirtschaftliche Analysen ; $v Bd. 18
504 $a Includes bibliographical references (p. [97]-101).
650 0 $a Heteroscedasticity. $3 672396
650 0 $a Time-series analysis. $3 528412
830 0 $a Volkswirtschaftliche Analysen ; $v Bd. 18. $3 837213