Empirical scaling laws and the aggregation of non-stationary data (Q1673262): Difference between revisions
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Revision as of 01:34, 20 March 2024
scientific article
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English | Empirical scaling laws and the aggregation of non-stationary data |
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Empirical scaling laws and the aggregation of non-stationary data (English)
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11 September 2018
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random-walk models
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self-similarity
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stochastic volatility
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market time
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