Estimating serial correlation and self-similarity in financial time series-A diversification approach with applications to high frequency data

dc.contributor.author	Gerlich, Nikolas
dc.contributor.author	Rostek, Stefan
dc.date.accessioned	2015-10-01T11:02:25Z
dc.date.available	2015-10-01T11:02:25Z
dc.date.issued	2015
dc.identifier.issn	0378-4371
dc.identifier.uri	http://hdl.handle.net/10900/65239
dc.language.iso	en	de_DE
dc.publisher	Elsevier Science Bv	de_DE
dc.relation.uri	http://dx.doi.org/10.1016/j.physa.2015.03.085	de_DE
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject.ddc	510	de_DE
dc.title	Estimating serial correlation and self-similarity in financial time series-A diversification approach with applications to high frequency data	de_DE
dc.type	Article	de_DE
utue.quellen.id	20150901145020_00007
utue.publikation.seiten	84-98	de_DE
utue.personen.roh	Gerlich, Nikolas
utue.personen.roh	Rostek, Stefan
dcterms.isPartOf.ZSTitelID	Physica A - Statistical Mechanics and Its Applications	de_DE
dcterms.isPartOf.ZS-Volume	434	de_DE
utue.fakultaet	06 Wirtschafts- und sozialwissenschaftliche Fakultät	de_DE