Scaling Properties of Financial Time Series

By Dario Bovina

The book is devoted to the scaling properties of financial time series. In particular, the book deals carefully with the empirical determination of the Hurst exponent. The main statistical features of... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 384339475X
• ISBN13: 9783843394758
• Release Date: February 2011
• Publisher: LAP Lambert Academic Publishing
• Length: 120 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"