Statistical inference in multifractal random walk models for financial time series (Record no. 99407)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01382nam a2200349 a 4500 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Sattarhoff, Cristina. |
| 245 10 - TITLE STATEMENT | |
| Title | Statistical inference in multifractal random walk models for financial time series |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Frankfurt am Main ; |
| -- | New York : |
| Name of publisher | Peter Lang, |
| Year of publication | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 101 p. : |
| Other physical details | ill. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time-series analysis. |
| Topical Term | Heteroscedasticity. |
| Topical Term | Finance |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10601340 |
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