Ebooks de Cristina Sattarhoff en PDF

1 Livre(s)
Télécharger le livre : Statistical Inference in Multifractal Random Walk Models for Financial Time Series
Cristina Sattarhoff
Statistical Inference in Multifractal Random Walk Models for Financial Time Series
The dynamics of financial returns varies with the return period, from high-frequency data to daily, quarterly or annual data. Multifractal Random Walk models can capture the statistical relation between returns and return periods, thus facilitating a more accurate...
Editeur : Peter Lang GmbH, Internationaler Verlag der Wissenschaften
Parution : 2012-07-13

Format(s) : PDF
25,27 €