Auflistung nach Schlagwort "Brownian Motion"

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  • Essays on persistence and volatility in financial time series 
    Hirsch, Tristan (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2023)
    This thesis contains four essays on persistence change tests and non-stationarity tests. Persistence change tests are analysed under non-standard conditions and a new family of tests to detect changes in persistence and ...