Empirical scaling laws and the aggregation of non-stationary data (Q1673262): Difference between revisions

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+FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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+Truncated Lévy process with scale-invariant behavior
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+Scaling properties of foreign exchange volatility
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+Scaling, self-similarity and multifractality in FX markets
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+Multi-scaling in finance
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+Q5708631
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Time Changes for Lévy Processes
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+Q3549931
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+Switching processes in financial markets
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+Discovering stock dynamics through multidimensional volatility phases
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