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Higher dimensional multifractal processes : a GMM approach

Liu, Ruipeng and Lux, Thomas 2010, Higher dimensional multifractal processes : a GMM approach, in ICCEF 2010 book of abstracts, Society for Computational Economics, London, U.K..

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Title Higher dimensional multifractal processes : a GMM approach
Author(s) Liu, Ruipeng
Lux, Thomas
Conference name International Conference of Computing in Economics and Finance (16th : 2010 : London, England)
Conference location London, England
Conference dates 15-17 July 2010
Title of proceedings ICCEF 2010 book of abstracts
Publication date 2010
Publisher Society for Computational Economics
Place of publication London, U.K.
Notes Presented in Session 71: G8: Econometric Theory IV, by Ruipeng Liu.
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category E3 Extract of paper
HERDC collection year 2010
Copyright notice ©2010, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30033285

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Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.