Detail page

Media

Thomas Lux and Christian-Albrechts-Universität zu Kiel. Institut für Volkswirtschaftslehre

Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"

Kiel: Univ., Dep. of Economics, 2003

Title	Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator" / Christian-Albrechts-Universität Kiel, Department of Economics. By Thomas Lux
Involved	Thomas Lux (Mitwirkender) Christian-Albrechts-Universität zu Kiel. Institut für Volkswirtschaftslehre (Herausgebendes Organ)
Published	Kiel: Univ., Dep. of Economics 2003
Extent	Online-Ressource
Language	Englisch
Topic	Wirtschaft
Subject	Kapitalertrag Börsenkurs Physik Stochastischer Prozess Exponential smoothing Zeitreihenanalyse Schätzfunktion Schätztheorie Katastrophentheorie
Series	Economics working paper ; No. 2003,14
Persistent identifier	urn:nbn:de:101:1-200911031081 (URN)
Record ID	970679777

Please note

The beta version does not yet contain all functions and information of the DNB portal catalogue. If you are missing information or want to order a medium, please visit the page in the DNB portal catalogue via the following link:

Katalog der Deutschen Nationalbibliothek

Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"