Detecting multi-fractal properties in asset returns : the failure of the "scaling estimator"
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Economics working paper ; No. 2003,14
- Classification
-
Wirtschaft
- Keyword
-
Kapitalertrag
Börsenkurs
Physik
Stochastischer Prozess
Zeitreihenanalyse
Schätztheorie
Theorie
Nichtlineare dynamische Systeme
Kapitalertrag
Börsenkurs
Physik
Stochastischer Prozess
Exponential smoothing
Zeitreihenanalyse
Schätzfunktion
Schätztheorie
Katastrophentheorie
- Event
-
Veröffentlichung
- (where)
-
Kiel
- (who)
-
Univ., Dep. of Economics
- (when)
-
2003
- URN
-
urn:nbn:de:101:1-200911031081
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:44 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lux, Thomas
- Christian-Albrechts-Universität zu Kiel. Institut für Volkswirtschaftslehre
- Univ., Dep. of Economics
Time of origin
- 2003
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A hypothesis test method for detecting multifractal scaling, applied to Bitcoin prices
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