Modelling NASDAQ Series by Sparse Multifractional Brownian Motion
Pierre R. Bertrand, Abdelkader Hamdouni, Samia KhadhraouiVolume:
14
Language:
english
Pages:
18
DOI:
10.1007/s11009-010-9188-5
Date:
March, 2012
File:
PDF, 1.45 MB
english, 2012