Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506)
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scientific article; zbMATH DE number 6139559
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scaling and Multiscaling in Financial Series: A Simple Model |
scientific article; zbMATH DE number 6139559 |
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Scaling and Multiscaling in Financial Series: A Simple Model (English)
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28 February 2013
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stochastic volatility
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financial index
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scaling
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multiscaling
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multifractal model
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heavy tail
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shocks
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