Statistical inference in multifractal random walk models for financial time series:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Peter Lang
2011
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| Schlagworte: | |
| Beschreibung: | 101 p. |
| ISBN: | 3631606737 9783631606735 9783653007954 |
Internformat
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| 245 | 1 | 0 | |a Statistical inference in multifractal random walk models for financial time series |c Cristina Sattarhoff |
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Datensatz im Suchindex
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| author | Sattarhoff, Cristina |
| author_facet | Sattarhoff, Cristina |
| author_role | aut |
| author_sort | Sattarhoff, Cristina |
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| building | Verbundindex |
| bvnumber | BV044848856 |
| collection | ZDB-38-ESG |
| contents | Includes bibliographical references |
| ctrlnum | (ZDB-38-ESG)ebr10601340 (OCoLC)813285730 (DE-599)BVBBV044848856 |
| format | Thesis Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:02:47Z |
| institution | BVB |
| isbn | 3631606737 9783631606735 9783653007954 |
| language | English |
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| publisher | Peter Lang |
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| spelling | Sattarhoff, Cristina Verfasser aut Statistical inference in multifractal random walk models for financial time series Cristina Sattarhoff Frankfurt am Main Peter Lang 2011 101 p. txt rdacontent c rdamedia cr rdacarrier Dissertation--Hamburg Univ., 2010 Includes bibliographical references Time-series analysis Heteroscedasticity Finance Econometric models Zeitreihe (DE-588)4127298-5 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf 1\p (DE-588)4113937-9 Hochschulschrift gnd-content Volatilität (DE-588)4268390-7 s Irrfahrtsproblem (DE-588)4162442-7 s Zeitreihe (DE-588)4127298-5 s 2\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Sattarhoff, Cristina Statistical inference in multifractal random walk models for financial time series Includes bibliographical references Time-series analysis Heteroscedasticity Finance Econometric models Zeitreihe (DE-588)4127298-5 gnd Volatilität (DE-588)4268390-7 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| subject_GND | (DE-588)4127298-5 (DE-588)4268390-7 (DE-588)4162442-7 (DE-588)4113937-9 |
| title | Statistical inference in multifractal random walk models for financial time series |
| title_auth | Statistical inference in multifractal random walk models for financial time series |
| title_exact_search | Statistical inference in multifractal random walk models for financial time series |
| title_full | Statistical inference in multifractal random walk models for financial time series Cristina Sattarhoff |
| title_fullStr | Statistical inference in multifractal random walk models for financial time series Cristina Sattarhoff |
| title_full_unstemmed | Statistical inference in multifractal random walk models for financial time series Cristina Sattarhoff |
| title_short | Statistical inference in multifractal random walk models for financial time series |
| title_sort | statistical inference in multifractal random walk models for financial time series |
| topic | Time-series analysis Heteroscedasticity Finance Econometric models Zeitreihe (DE-588)4127298-5 gnd Volatilität (DE-588)4268390-7 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
| topic_facet | Time-series analysis Heteroscedasticity Finance Econometric models Zeitreihe Volatilität Irrfahrtsproblem Hochschulschrift |
| work_keys_str_mv | AT sattarhoffcristina statisticalinferenceinmultifractalrandomwalkmodelsforfinancialtimeseries |