The following pages link to (Q4407620):
Displaying 5 items.
- Some sample path properties of multifractional Brownian motion (Q492954) (← links)
- A central limit theorem for the generalized quadratic variation of the step fractional Brownian motion (Q882907) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Emergence of turbulent epochs in oil prices (Q2213590) (← links)
