Title: Hierarchical structures in financial markets : a "turbulent approach" to stochastic volatility
Authors : Breymann, Wolfgang
Ghashghaie, Shoaleh
Proceedings: Econophysics: an emergent science : proceedings of the 1st workshop on econophysics, Budapest, 1997
Pages : 92
Pages to: 106
Conference details: 1st workshop on econophysics, Budapest University of Technology and Economics, Budapest, 21–27 July 1997
Editors of the parent work: Kertész, János
Kondor, Imre
Publisher / Ed. Institution : Kluwer Academic Press
Publisher / Ed. Institution: Dodrecht
Issue Date: 1999
License (according to publishing contract) : Licence according to publishing contract
Type of review: Not specified
Language : English
Subject (DDC) : 332: Financial economics
Departement: School of Engineering
Organisational Unit: Institute of Data Analysis and Process Design (IDP)
Publication type: Conference Paper
URI: https://digitalcollection.zhaw.ch/handle/11475/4622
Appears in Collections:Publikationen School of Engineering

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