A. Kozhemyak
- Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series
2008/04/01 by E. Bacry, Bacry, E., A. Kozhemyak +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Applications (stat.AP) #Data Analysis #FOS: Computer and information sciences #FOS: Economics and business #FOS: Physical sciences #Statistical Finance (q-fin.ST) #Statistics and Probability (physics.data-an) #physics.data-an #q-fin.ST #stat.AP