1 research outputs found
Measurement of Financial Risk Persistence
- Author
- Andrew W Lo
- Andrew W Lo
- B B Mandelbrot
- B B Mandelbrot
- B Whitcher
- Benoit B Mandelbrot
- C W J Granger
- C W J Granger
- Carol Alexander
- Cornelis A Los
- Cornelis A. Los
- Cornelis Los
- Cornelis Los
- Covariance To The R/S Analysis
- D L Gilman
- Daniel B Nelson
- Didier Sornette
- Edgar E Peters
- Edgar E Peters
- G E P Box
- G W Wornell
- Geoffrey H Moore
- H E Hurst
- H E Hurst
- J B Ramsey
- J R M Hosking
- M S Keshner
- Mandelbrot
- Mandelbrot
- Mandelbrot
- Manfred Schroeder
- Mark Meerchaert
- N Kasdin
- Patrick Flandrin
- R T Baillie
- Robert F Engle
- Robert F Engle
- Robert J Elliott
- Rosario Mantegna
- Sutthisit Jamdee
- T W Anderson
- Tim Bollerslev
- Tim Bollerslev
- Tim Bollerslev
- Tim Bollerslev
- V Akgiray
- W Li
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2005
- Field of study