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Multifractal diffusion in NASDAQ

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Publication:2729431
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DOI10.1088/0305-4470/34/10/107zbMath1051.91519OpenAlexW2030986820MaRDI QIDQ2729431

A. Bershadskii

Publication date: 22 July 2001

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/34/10/107



Mathematics Subject Classification ID

Economic time series analysis (91B84)


Related Items (2)

The Lin-Shu type density wave structure of our galaxy: line-of-sight velocities of 396 HII regions ⋮ EMPIRICAL TESTING OF MULTIFRACTALITY OF FINANCIAL TIME SERIES BASED ON WTMM







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