All ebooks by Cristina Sattarhoff in PDF

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$Download this eBook Statistical Inference in Multifractal Random Walk Models for Financial Time Series$ Add to my wish list Statistical Inference in Multifractal Random Walk Models for Financial Time Series Cristina Sattarhoff 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... Publication date: 2012-07-13 Format: PDF Publisher: Peter Lang GmbH, Internationaler Verlag der Wissenschaften Add to basket £21,05

$Download this eBook Statistical Inference in Multifractal Random Walk Models for Financial Time Series$

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Statistical Inference in Multifractal Random Walk Models for Financial Time Series

Cristina Sattarhoff

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...

Publication date: 2012-07-13

Format: PDF

Publisher: Peter Lang GmbH, Internationaler Verlag der Wissenschaften

Add to basket

£21,05

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