FRACTAL GEOMETRY OF FINANCIAL TIME SERIES (Q3130027)

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FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
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    title
    FRACTAL GEOMETRY OF FINANCIAL TIME SERIES (English)
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    author
    Carl J. G. Evertsz
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    published in
    Fractals
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    publication date
    22 April 1997
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    Mathematics Subject Classification ID
    62P05
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    91B84
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    91B28
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    zbMATH DE Number
    1002287
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    zbMATH Keywords
    self-similarity
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    time-series
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    stock market
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    scaling behavior
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    Hurst exponent
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    exchange rate records
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    German stock price records
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