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Scaling in financial prices: I. Tails and dependence - MaRDI portal

Scaling in financial prices: I. Tails and dependence (Q4646469)

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scientific article; zbMATH DE number 7001014
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Scaling in financial prices: I. Tails and dependence
scientific article; zbMATH DE number 7001014

    Statements

    Scaling in financial prices: I. Tails and dependence (English)
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    14 January 2019
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    scaling of financial prices
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    multifractals
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    star equation
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