True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence
Year of publication: |
2007
|
---|---|
Other Persons: | Liu, Ruipeng (contributor) ; Di Matteo, Tiziana (contributor) ; Lux, Thomas (contributor) |
Publisher: |
Kiel : Univ., Dep. of Economics |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
Extent: | Online-Ressource, 14 S., Text graph. Darst. |
---|---|
Series: | Economics working paper. - Kiel : Univ., Dep. of Economics, ISSN 2193-2476, ZDB-ID 2111620-9. - Vol. 2007,06 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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