Jumps Activity and Singularity Spectra for Instruments in the Polish Financial Market
Year of publication: |
2011
|
---|---|
Authors: | Kliber, Pawel |
Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 11.2011, p. 171-184
|
Publisher: |
Uniwersytet Mikolaja Kopernika |
Subject: | Blumenthal-Getoor index | singularity spectrum | Lévy exponential models |
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