Empirical scaling laws and the aggregation of non-stationary data (Q1673262): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.physa.2013.06.049 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.PHYSA.2013.06.049 / rank | |||
Normal rank | |||
Latest revision as of 02:30, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical scaling laws and the aggregation of non-stationary data |
scientific article |
Statements
Empirical scaling laws and the aggregation of non-stationary data (English)
0 references
11 September 2018
0 references
random-walk models
0 references
self-similarity
0 references
stochastic volatility
0 references
market time
0 references
0 references
