R/S analysis in a birth-death random walk and financial volatility

Charles Tapiero, Pierre Vallois

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish (US)
Title of host publication14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999
StatePublished - 2003

Cite this

Tapiero, C., & Vallois, P. (2003). R/S analysis in a birth-death random walk and financial volatility. In 14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999

R/S analysis in a birth-death random walk and financial volatility. / Tapiero, Charles; Vallois, Pierre.

14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999. 2003.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Tapiero, C & Vallois, P 2003, R/S analysis in a birth-death random walk and financial volatility. in 14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999.
Tapiero C, Vallois P. R/S analysis in a birth-death random walk and financial volatility. In 14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999. 2003
Tapiero, Charles ; Vallois, Pierre. / R/S analysis in a birth-death random walk and financial volatility. 14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999. 2003.
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