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Multivariate multifractal models : estimation of parameters and applications to risk management
Liu, Ruipeng - 2008
Persistent link: https://www.econbiz.de/10003778163
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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Multifractal models : estimation, forecasting and option pricing
Leövey, Andrés Esteban - 2015
Persistent link: https://www.econbiz.de/10010526710
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Essays on long memory time series
Leschinski, Christian Hendrik - 2016
Persistent link: https://www.econbiz.de/10011559565
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Analysing economic data with self-organizing maps : a geometric neural network approach
Edler, Lars - 2007
Persistent link: https://www.econbiz.de/10003583899
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Essays on fractional cointegration and seasonal long memory
Voges, Michelle - 2019
Persistent link: https://www.econbiz.de/10012144876
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia - 2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
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Essays on robust long memory inference
Will, Michael Wolfgang - 2018
Persistent link: https://www.econbiz.de/10012123519