Estimating serial correlation and self-similarity in financial time series-A diversification approach with applications to high frequency data

Author:

Gerlich, Nikolas; Rostek, Stefan

Tübinger Autor(en):

Published in:

Physica A - Statistical Mechanics and Its Applications (2015), Bd. 434, S. 84-98

Verlagsangabe:

Elsevier Science Bv

Language:

English

Full text:

ISSN:

0378-4371

DDC Classifikation:

510 - Mathematics

Dokumentart:

Article

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