On the Modeling of Financial Time Series
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Date
2015Type
- Book Chapter
Publication status
publishedEditor
Book title
Financial Econometrics and Empirical Market MicrostructurePages / Article No.
Publisher
Springer International PublishingSubject
Circulant Embedding Method; Estimation of parameters; Financial time series; Multifractal Random Walk; Numerical simulations; Stylized factsOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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