Detecting multi-fractal properties in asset returns : the failure of the scaling estimator
Year of publication: |
2003
|
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Authors: | Lux, Thomas |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Extent: | application/pdf |
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Series: | Economics Working Papers. - ISSN 2193-2476. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number |aEconomics working paper / Christian-Albrechts-Universität Kiel, Department of Economics |x2003,14 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing ; C20 - Econometric Methods: Single Equation Models. General |
Source: |
-
Detecting multi-fractal properties in asset returns: The failure of the scaling estimator
Lux, Thomas, (2003)
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