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

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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