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A multifractal decomposition according to rate of returns - MaRDI portal

A multifractal decomposition according to rate of returns (Q5296698)

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scientific article; zbMATH DE number 5176883
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A multifractal decomposition according to rate of returns
scientific article; zbMATH DE number 5176883

    Statements

    A multifractal decomposition according to rate of returns (English)
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    3 August 2007
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    simple symmetry random walk
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    rate of returns
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    fractal dimension
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    packing dimension
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    Hausdorff dimension
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