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Higher dimensional multifractal processes : a GMM approach

conference contribution
posted on 2010-01-01, 00:00 authored by Ruipeng LiuRuipeng Liu, T Lux
Higher dimensional multifractal processes : a GMM approach

History

Event

International Conference of Computing in Economics and Finance (16th : 2010 : London, England)

Publisher

Society for Computational Economics

Location

London, England

Place of publication

London, U.K.

Start date

2010-07-15

End date

2010-07-17

Language

eng

Notes

Presented in Session 71: G8: Econometric Theory IV, by Ruipeng Liu.

Publication classification

E3 Extract of paper

Copyright notice

2010, The Authors

Title of proceedings

ICCEF 2010 book of abstracts

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