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 |
Language : | Englisch / English |
Subject (DDC) : | 332: Finanzwirtschaft |
Departement: | School of Engineering |
Organisational Unit: | Institut für Datenanalyse und Prozessdesign (IDP) |
Publication type: | Konferenz: Paper / Conference Paper |
Type of review: | Keine Angabe / Not specified |
URI: | https://digitalcollection.zhaw.ch/handle/11475/4622 |
License (according to publishing contract) : | Lizenz gemäss Verlagsvertrag / Licence according to publishing contract |
Appears in Collections: | Publikationen School of Engineering |
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