Ebooks de Cristina Sattarhoff en PDF

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Télécharger le livre : 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...

Editeur : Peter Lang GmbH, Internationaler Verlag der Wissenschaften
Parution : 2012-07-13

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25,27 €