Kód: 10028161
Multifractal Random Walk models can capture statistical relation between returns and return periods, thus facilitating an accurate representation of real price changes. This book provides a method of moments estimation technique f ... celý popis
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Multifractal Random Walk models can capture statistical relation between returns and return periods, thus facilitating an accurate representation of real price changes. This book provides a method of moments estimation technique for model parameters with enhanced performance in finite samples, and a novel testing procedure for multifractality.
Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Economic theory & philosophy
957 Kč
Osobní odběr Praha, Brno a 12903 dalších
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