Modelling NASDAQ series by sparse multifractional Brownian motion (Q430881)
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scientific article; zbMATH DE number 6050375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling NASDAQ series by sparse multifractional Brownian motion |
scientific article; zbMATH DE number 6050375 |
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Modelling NASDAQ series by sparse multifractional Brownian motion (English)
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26 June 2012
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model selection
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finance
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fractional Brownian motion
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generalized quadratic variation
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wavelet analysis
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0.84976935
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0.8224783
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0.82197547
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0.82112795
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0.8186391
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0.8119338
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0.81180453
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