scientific article; zbMATH DE number 2009860

MaRDI QIDQ4434764zbMATH OpenFDO

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

Mathematics Subject Classification ID

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

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Cited in

(5)

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

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