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scientific article; zbMATH DE number 1368020
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scientific article; zbMATH DE number 1368020

    Statements

    author
    François G. Schmitt
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    Daniel Schertzer
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    S. Lovejoy
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    publication date
    23 November 1999
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    zbMATH Keywords
    financial time series
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    foreign exchange
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    scaling
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    multifractals
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    additive models
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    multiplicative models
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    Pareto-type distributions
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91B28
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    62M99
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    zbMATH DE Number
    1368020
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