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Dependence in Probability and Statistics

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Attention for Chapter 6: Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes
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Chapter title
Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes
Chapter number 6
Book title
Dependence in Probability and Statistics
Published by
Springer, Berlin, Heidelberg, January 2010
DOI 10.1007/978-3-642-14104-1_6
Book ISBNs
978-3-64-214103-4, 978-3-64-214104-1
Authors

Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh