Pages that link to "Item:Q5397464"
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The following pages link to Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (Q5397464):
Displayed 11 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Time-varying Hurst-Hölder exponents and the dynamics of (in)efficiency in stock markets (Q1636954) (← links)
- Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients (Q1744224) (← links)
- Linear multifractional stable motion: fine path properties (Q2256075) (← links)
- A general class of multifractional processes and stock price informativeness (Q2313541) (← links)
- Stochastic Volatility and Multifractional Brownian Motion (Q2914791) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Fast and unbiased estimator of the time-dependent Hurst exponent (Q4565930) (← links)
- Behaviour of linear multifractional stable motion: membership of a critical Hölder space (Q4584666) (← links)
- Wavelet analysis of a multifractional process in an arbitrary Wiener chaos (Q5230206) (← links)