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Электронный каталог: Schmitt, T. A. - Non-Stationarity in Financial Time Series: Generic Features and Tail Behavior
Schmitt, T. A. - Non-Stationarity in Financial Time Series: Generic Features and Tail Behavior
Статья
Автор: Schmitt, T. A.
EPL: A Letters Journal Exploring the Frontiers of Physics: Non-Stationarity in Financial Time Series: Generic Features and Tail Behavior
б.г.
ISBN отсутствует
Автор: Schmitt, T. A.
EPL: A Letters Journal Exploring the Frontiers of Physics: Non-Stationarity in Financial Time Series: Generic Features and Tail Behavior
б.г.
ISBN отсутствует
Статья
Schmitt, T.A.
Non-Stationarity in Financial Time Series: Generic Features and Tail Behavior / T.A.Schmitt, [et al.] // EPL: A Letters Journal Exploring the Frontiers of Physics. – 2013. – Vol.103, No.5. – p.58003. – URL: http://dx.doi.org/10.1209/0295-5075/103/58003. – Bibliogr.:32.
Спец.(статьи,препринты) = С 325.4а - Математическая экономика. Экономическая физика$
Schmitt, T.A.
Non-Stationarity in Financial Time Series: Generic Features and Tail Behavior / T.A.Schmitt, [et al.] // EPL: A Letters Journal Exploring the Frontiers of Physics. – 2013. – Vol.103, No.5. – p.58003. – URL: http://dx.doi.org/10.1209/0295-5075/103/58003. – Bibliogr.:32.
Спец.(статьи,препринты) = С 325.4а - Математическая экономика. Экономическая физика$