Statistical inference in multifractal random walk models for financial time series

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Bibliographic Information

Title
"Statistical inference in multifractal random walk models for financial time series"
Statement of Responsibility
Cristina Sattarhoff
Publisher
  • P. Lang
Publication Year
  • c2011
Book size
21 cm

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Notes

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

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

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Details 詳細情報について

  • CRID
    1130282272827384960
  • NII Book ID
    BB08624022
  • ISBN
    9783631606735
  • Text Lang
    en
  • Country Code
    gw
  • Title Language Code
    en
  • Place of Publication
    • Frankfurt am Main
  • Classification
  • Subject
  • Data Source
    • CiNii Books
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