Empirical scaling laws and the aggregation of non-stationary data (Q1673262)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Empirical scaling laws and the aggregation of non-stationary data |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical scaling laws and the aggregation of non-stationary data |
scientific article |
Statements
Empirical scaling laws and the aggregation of non-stationary data (English)
0 references
11 September 2018
0 references
random-walk models
0 references
self-similarity
0 references
stochastic volatility
0 references
market time
0 references
