Intermittency, long-memory and financial returns
Year of publication: |
2006
|
---|---|
Authors: | Bhansali, Raj ; Holland, Mark P. ; Kokoszka, Piotr S. |
Published in: |
Long memory in economics : with 50 tables. - Berlin [u.a.] : Springer, ISBN 3-540-22694-X. - 2006, p. 39-68
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Clusteranalyse | Cluster analysis | Nichtlineare Dynamik | Nonlinear dynamics | Theorie | Theory |
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