Multifractality in asset returns : theory and evidence
Year of publication: |
2002
|
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Authors: | Calvet, Laurent E. ; Fisher, Adlai |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 84.2002, 3, p. 381-406
|
Subject: | CAPM | Zeitreihenanalyse | Time series analysis | Deutsche Mark | US-Dollar | US dollar | Aktie | Share | Welt | World | 1973-1996 |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Literaturverz. S. 402 - 404 In: The review of economics and statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
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