Scaling transformation and probability distributions for financial time series

DOI10.1016/S0960-0779(99)00159-9zbMath1006.91054arXivcond-mat/9905169OpenAlexW3100837055WikidataQ107031494 ScholiaQ107031494MaRDI QIDQ5948142

Marc-Etienne Brachet, Erik Taflin, Jean Marcel Tcheou

Publication date: 30 October 2001

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9905169

zbMATH Keywords

financial chronological time seriesprice processesscaling transformation

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Multifractal asymptotic modeling of the probability density function of velocity increments in turbulence
• Non linear representations of Lie groups
• Asymptotic completeness, global existence and the infrared problem for the Maxwell-Dirac equations

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