Showing 1 - 10 of 36
Multi-fractal processes have been proposed as a new formalism for modeling the time series of returns in finance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returns - a feature that has been found to characterize...
Persistent link: https://www.econbiz.de/10010295056
Multi-fractal processes have recently been proposed as a new formalism for modelling the time series of returns in finance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returns - a feature that has been found in...
Persistent link: https://www.econbiz.de/10010295106
It has become popular recently to apply the multifractal formalism of statistical physics (scaling analysis of structure functions and f(a) singularity spectrum analysis) to financial data. The outcome of such studies is a nonlinear shape of the structure function and a nontrivial behavior of...
Persistent link: https://www.econbiz.de/10010295150
Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in insurance. The major attraction of these processes is their ability to generate various degrees of long memory in different powers of returns - a feature that has been found in...
Persistent link: https://www.econbiz.de/10010295151
Persistent link: https://www.econbiz.de/10010300748
Die aktuelle Strompolitik steht vor einer Reihe grundlegender Entscheidungen. Welche Aufgaben stehen an? Wie werden die Weichen gestellt? Welche Optionen bestehen? Georg Wilhelm Adamowitsch, Gert Maichel und Dieter Schmitt nehmen Stellung.
Persistent link: https://www.econbiz.de/10010302952
Persistent link: https://www.econbiz.de/10011294872
Persistent link: https://www.econbiz.de/10011295163
Persistent link: https://www.econbiz.de/10011384728
Persistent link: https://www.econbiz.de/10011385445