Multi-scaling in finance

DOI10.1080/14697680600969727zbMath1278.91118OpenAlexW2152627601WikidataQ105592847 ScholiaQ105592847MaRDI QIDQ3439863

Tiziana Di Matteo

Publication date: 18 May 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1885/27801

zbMATH Keywords

scalingtime series analysiseconophysicsmultifractal formalisms

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84)

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Uses Software

• longmemo

Cites Work

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