Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506)

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scientific article; zbMATH DE number 6139559
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English
Scaling and Multiscaling in Financial Series: A Simple Model
scientific article; zbMATH DE number 6139559

    Statements

    title
    Scaling and Multiscaling in Financial Series: A Simple Model (English)
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    author
    Alessandro Andreoli
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    Francesco Caravenna
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    Paolo Dai Pra
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    Gustavo Posta
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    publication date
    28 February 2013
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    Mathematics Subject Classification ID
    91B25
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    91G70
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    60H30
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    91B82
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    91B84
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    zbMATH DE Number
    6139559
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    zbMATH Keywords
    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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    OpenAlex ID
    W1965480076
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    arXiv ID
    1006.0155
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