| Publication type: | Conference paper |
| Type of review: | Not specified |
| 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 |
| Editors of the parent work: | Kertész, János Kondor, Imre |
| Page(s): | 92 |
| Pages to: | 106 |
| Conference details: | 1st International Workshop on Econophysics, Budapest, 21-27 July 1997 |
| Issue Date: | 1999 |
| Publisher / Ed. Institution: | Kluwer |
| Publisher / Ed. Institution: | Dordrecht |
| Language: | English |
| Subject (DDC): | 332: Financial economics |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/4622 |
| Fulltext version: | Published version |
| License (according to publishing contract): | Licence according to publishing contract |
| Departement: | School of Engineering |
| Organisational Unit: | Institute of Data Analysis and Process Design (IDP) |
| Appears in collections: | Publikationen School of Engineering |
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Breymann, W., & Ghashghaie, S. (1999). Hierarchical structures in financial markets : a “turbulent approach” to stochastic volatility [Conference paper]. In J. Kertész & I. Kondor (Eds.), Econophysics: an emergent science : proceedings of the 1st workshop on econophysics, Budapest, 1997 (pp. 92–106). Kluwer.
Breymann, W. and Ghashghaie, S. (1999) ‘Hierarchical structures in financial markets : a ‘turbulent approach’ to stochastic volatility’, in J. Kertész and I. Kondor (eds) Econophysics: an emergent science : proceedings of the 1st workshop on econophysics, Budapest, 1997. Dordrecht: Kluwer, pp. 92–106.
W. Breymann and S. Ghashghaie, “Hierarchical structures in financial markets : a “turbulent approach” to stochastic volatility,” in Econophysics: an emergent science : proceedings of the 1st workshop on econophysics, Budapest, 1997, 1999, pp. 92–106.
BREYMANN, Wolfgang und Shoaleh GHASHGHAIE, 1999. Hierarchical structures in financial markets : a „turbulent approach“ to stochastic volatility. In: János KERTÉSZ und Imre KONDOR (Hrsg.), Econophysics: an emergent science : proceedings of the 1st workshop on econophysics, Budapest, 1997. Conference paper. Dordrecht: Kluwer. 1999. S. 92–106
Breymann, Wolfgang, and Shoaleh Ghashghaie. 1999. “Hierarchical Structures in Financial Markets : A “Turbulent Approach” to Stochastic Volatility.” Conference paper. In Econophysics: An Emergent Science : Proceedings of the 1st Workshop on Econophysics, Budapest, 1997, edited by János Kertész and Imre Kondor, 92–106. Dordrecht: Kluwer.
Breymann, Wolfgang, and Shoaleh Ghashghaie. “Hierarchical Structures in Financial Markets : A “Turbulent Approach” to Stochastic Volatility.” Econophysics: An Emergent Science : Proceedings of the 1st Workshop on Econophysics, Budapest, 1997, edited by János Kertész and Imre Kondor, Kluwer, 1999, pp. 92–106.
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