Detecting multi-fractal properties in asset returns: The failure of the scaling estimator
Year of publication: |
2003
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Authors: | Lux, Thomas |
Publisher: |
Kiel : Kiel University, Department of Economics |
Subject: | Kapitalertrag | Börsenkurs | Physik | Stochastischer Prozess | Zeitreihenanalyse | Schätztheorie | Theorie |
Series: | Economics Working Paper ; 2003-14 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 368180948 [GVK] hdl:10419/3032 [Handle] RePEc:zbw:cauewp:1124 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing ; C20 - Econometric Methods: Single Equation Models. General |
Source: |
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Lux, Thomas, (2003)
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Lux, Thomas, (2004)
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Lux, Thomas, (2006)
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