MULTIFRACTAL FLUCTUATIONS IN FINANCE (Q4521254)

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scientific article; zbMATH DE number 1545296
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MULTIFRACTAL FLUCTUATIONS IN FINANCE
scientific article; zbMATH DE number 1545296

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    MULTIFRACTAL FLUCTUATIONS IN FINANCE (English)
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    5 July 2001
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    structure functions
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    scaling
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    Brownian motion
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    Lévy processes
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