"Efficient estimation of the Hurst parameter in high frequency financial ..."

Erhan Bayraktar, H. Vincent Poor, Ronnie Sircar (2003)

Details and statistics

DOI: 10.1109/CIFER.2003.1196276

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

a service of  Schloss Dagstuhl - Leibniz Center for Informatics