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

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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):
Gerlich, Nikolas
Rostek, Stefan
Published in: Physica A - Statistical Mechanics and Its Applications (2015), Bd. 434, S. 84-98
Verlagsangabe: Elsevier Science Bv
Language: English
Full text: http://dx.doi.org/10.1016/j.physa.2015.03.085
ISSN: 0378-4371
DDC Classifikation: 510 - Mathematics
Dokumentart: Article
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