Pages that link to "Item:Q997475"
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The following pages link to Fractal market hypothesis and two power-laws (Q997475):
Displaying 14 items.
- Multifractal financial markets. An alternative approach to asset and risk management (Q456903) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- A proof for French's empirical formula on option pricing. (Q1600457) (← links)
- The high order dispersion analysis based on first-passage-time probability in financial markets (Q1620445) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility (Q2066041) (← links)
- Building multi-scale portfolios and efficient market frontiers using fractal regressions (Q2163896) (← links)
- Complexity and uncertainty analysis of financial stock markets based on entropy of scale exponential spectrum (Q2296817) (← links)
- (Q3414392) (← links)
- On the origin of power-law tails in price fluctuations (Q4647591) (← links)
- STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET (Q5082125) (← links)
- (Q5701452) (← links)
- Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)
- A distribution-based method to gauge market liquidity through scale invariance between investment horizons (Q6578147) (← links)