Mixed stable models for analyzing high-frequency financial data (Q2912651)
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scientific article; zbMATH DE number 6082908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed stable models for analyzing high-frequency financial data |
scientific article; zbMATH DE number 6082908 |
Statements
14 September 2012
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high frequency data
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stable models
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mixed-stable models
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financial modeling
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self-similarity
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Hurst index
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Mixed stable models for analyzing high-frequency financial data (English)
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