Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (Q665816)
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scientific article; zbMATH DE number 6012448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration |
scientific article; zbMATH DE number 6012448 |
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Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration (English)
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6 March 2012
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fractal processes
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point processes
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self-similarity
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stable distribution
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trade duration
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