Statistical inference in multifractal random walk models for financial time series

Main Author: Sattarhoff, Cristina.
Corporate Author: ebrary, Inc.
Format: Book
Language:English
Published: Frankfurt am Main ; New York : Peter Lang, 2011.
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10601340
Physical Description:101 p. : ill.
Bibliography:Includes bibliographical references.