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Q4367302 - MaRDI portal

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scientific article; zbMATH DE number 1091847
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English
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scientific article; zbMATH DE number 1091847

    Statements

    publication date
    26 November 1997
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    Mathematics Subject Classification ID
    91-02
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    91B84
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    28A80
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    zbMATH DE Number
    1091847
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    zbMATH Keywords
    financial time series analysis
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    fractals
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    scaling
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    concentration
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    speculative prices
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    multifractal model of asset returns
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    risk
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