Long Correlations and Levy Models Applied to the Study of Memory Effects in High Frequency (Tick) Data
Year of publication: |
2018
|
---|---|
Authors: | Mariani, Maria |
Other Persons: | Florescu, Ionut (contributor) ; Beccar-Varela, Maria (contributor) ; Ncheuguim, Emmanuel (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Physica A, 389(8), April 2010, pp 1653-1664 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2009 erstellt |
Classification: | C2 - Econometric Methods: Single Equation Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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