Statistical inference in multifractal random walk models for financial time series

Name: Statistical inference in multifractal random walk models for financial time series
Author: Sattarhoff, Cristina

CiNii 所蔵館 1館

書誌事項

タイトル: "Statistical inference in multifractal random walk models for financial time series"

出版者

出版年月

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

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