scientific article; zbMATH DE number 2009860

zbMATH Open1033.62500MaRDI QIDQ4434764FDOQ4434764

Authors: Filip Świtała, Ryszard Kutner 

Publication date: 26 November 2003

Full work available at URL: http://link.springer.de/link/service/series/0558/bibs/2657/26570407.htm

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited In (5)

• Higher-order analysis within Weierstrass hierarchical walks
• Anomalous waiting times in high-frequency financial data
• Stochastic simulations of time series within Weierstrass-Mandelbrot walks
• Stock market context of the Lévy walks with varying velocity
• Riemann and Weierstrass walks revisited

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