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Statistical Inference in multifracta...

Sattarhoff. Cristina.

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Statistical Inference in multifractal random walk models for financial time series // Cristina Sattarhoff.
作者:	Sattarhoff. Cristina.
出版者:	Frankfurt am Main ;Peter Lang, : 2011.,
面頁冊數:	101 p. :ill. ; : 21 cm.;
標題:	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 /
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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