A fractional perspective to financial indices (Q5495581)

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scientific article; zbMATH DE number 6325369
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English
A fractional perspective to financial indices
scientific article; zbMATH DE number 6325369

    Statements

    title
    A fractional perspective to financial indices (English)
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    published in
    Optimization
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    publication date
    5 August 2014
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    zbMATH Keywords
    fractional calculus
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    financial series
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    econometrics
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    yield
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    arithmetic return
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    26A33
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    60G22
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    91B82
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    91B84
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    91G80
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    zbMATH DE Number
    6325369
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    OpenAlex ID
    W2084263053
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