On the Modeling of Financial Time Series
dc.contributor.author
Kutergin, Aleksey
dc.contributor.author
Filimonov, Vladimir A.
dc.contributor.editor
Bera, Anil K.
dc.contributor.editor
Ivliev, Sergey
dc.contributor.editor
Lillo, Fabrizio
dc.date.accessioned
2017-06-11T20:00:35Z
dc.date.available
2017-06-11T20:00:35Z
dc.date.issued
2015
dc.identifier.isbn
978-3-319-09945-3
dc.identifier.isbn
978-3-319-09946-0
dc.identifier.other
10.1007/978-3-319-09946-0_10
dc.identifier.uri
http://hdl.handle.net/20.500.11850/105351
dc.language.iso
en
dc.publisher
Springer International Publishing
dc.subject
Circulant Embedding Method
dc.subject
Estimation of parameters
dc.subject
Financial time series
dc.subject
Multifractal Random Walk
dc.subject
Numerical simulations
dc.subject
Stylized facts
dc.title
On the Modeling of Financial Time Series
dc.type
Book Chapter
ethz.book.title
Financial Econometrics and Empirical Market Microstructure
ethz.pages.start
131
ethz.pages.end
151
ethz.identifier.scopus
ethz.identifier.nebis
010392361
ethz.publication.place
Cham
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.date.deposited
2017-06-11T20:01:40Z
ethz.source
ECIT
ethz.identifier.importid
imp59365390b270583166
ethz.ecitpid
pub:164964
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T17:04:02Z
ethz.rosetta.lastUpdated
2023-02-06T13:03:30Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=On%20the%20Modeling%20of%20Financial%20Time%20Series&rft.date=2015&rft.spage=131&rft.epage=151&rft.au=Kutergin,%20Aleksey&Filimonov,%20Vladimir%20A.&rft.isbn=978-3-319-09945-3&978-3-319-09946-0&rft.genre=bookitem&rft_id=info:doi/10.1007/978-3-319-09946-0_10&rft.btitle=Financial%20Econometrics%20and%20Empirical%20Market%20Microstructure
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Book Chapter [9052]