Empirical realities for a minimal description risky asset model. The need for fractal features (Q2762651)

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scientific article; zbMATH DE number 1688834
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Empirical realities for a minimal description risky asset model. The need for fractal features
scientific article; zbMATH DE number 1688834

    Statements

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    9 January 2002
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    geometric Brownian motion
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    fractal activity time
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    scaling properties
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    Empirical realities for a minimal description risky asset model. The need for fractal features (English)
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