Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
Economics working paper ; No. 2003,14
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Kapitalertrag
Börsenkurs
Physik
Stochastischer Prozess
Zeitreihenanalyse
Schätztheorie
Theorie
Nichtlineare dynamische Systeme
Kapitalertrag
Börsenkurs
Physik
Stochastischer Prozess
Exponential smoothing
Zeitreihenanalyse
Schätzfunktion
Schätztheorie
Katastrophentheorie
- Ereignis
-
Veröffentlichung
- (wo)
-
Kiel
- (wer)
-
Univ., Dep. of Economics
- (wann)
-
2003
- Beteiligte Personen und Organisationen
- URN
-
urn:nbn:de:101:1-200911031081
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
Datenpartner
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Beteiligte
- Lux, Thomas
- Christian-Albrechts-Universität zu Kiel. Institut für Volkswirtschaftslehre
- Univ., Dep. of Economics
Entstanden
- 2003
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