Essays about: "Haidar Al-Talibi"

Found 1 essay containing the words Haidar Al-Talibi.

  1. 1. On the Relevance of Fractional Gaussian Processes for Analysing Financial Markets

    University essay from Matematiska och systemtekniska institutionen

    Author : Haidar Al-Talibi; [2007]
    Keywords : Fractional Brownian motion; Fractional Gaussian noise; semmimartingale; volatility.;

    Abstract : 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. READ MORE