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MULTIFRACTAL FLUCTUATIONS IN FINANCE - MaRDI portal

MULTIFRACTAL FLUCTUATIONS IN FINANCE (Q4521254)

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scientific article; zbMATH DE number 1545296
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MULTIFRACTAL FLUCTUATIONS IN FINANCE
scientific article; zbMATH DE number 1545296

    Statements

    title
    MULTIFRACTAL FLUCTUATIONS IN FINANCE (English)
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    author
    François G. Schmitt
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    S. Lovejoy
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    Daniel Schertzer
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    publication date
    5 July 2001
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    zbMATH Keywords
    structure functions
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    scaling
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    Brownian motion
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    Lévy processes
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    Identifiers

    zbMATH DE Number
    1545296
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    Wikidata QID
    Q60546272
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    arXiv ID
    cond-mat/0102369
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