Generalized method of moment estimation of multivariate multifractal models
Year of publication: |
December 2017
|
---|---|
Authors: | Liu, Ruipeng ; Lux, Thomas |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 67.2017, p. 136-148
|
Subject: | Multivariate | Multifractal | Long memory | GMM estimation | Theorie | Theory | Momentenmethode | Method of moments | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis |
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