On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets
In recent years, the field of Fractional Brownian motion, Fractional Gaussian noise and long-range dependent processes has gained growing interest. Fractional Brownian motion is of great interest for example in telecommunications, hydrology and the generation of artificial landscapes. In fact, Fract...
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| Format: | Others |
| Language: | English |
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Växjö universitet, Matematiska och systemtekniska institutionen
2007
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-1762 |