The following pages link to (Q4702173):
Displayed 20 items.
- Multifractal nature of stock exchange prices (Q696667) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Functional Feynman-Kac equations for limit lognormal multifractals (Q996850) (← links)
- Wavelet transform based multifractal formalism in outlier detection and localisation for financial time series (Q1599009) (← links)
- International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
- Self-averaging phenomenon and multiscaling in Hong Kong stock market (Q1852544) (← links)
- Scaling, self-similarity and multifractality in FX markets (Q1873901) (← links)
- Econonatology: the physics of the economy in labour (Q1873987) (← links)
- Intermittency expansions for limit lognormal multifractals (Q2426698) (← links)
- Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises (Q2774654) (← links)
- BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982) (← links)
- PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE (Q4521248) (← links)
- MULTIFRACTAL FLUCTUATIONS IN FINANCE (Q4521254) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- Coarse-graining and self-similarity of price fluctuations (Q5935291) (← links)
- Evidence of Markov properties of high frequency exchange rate data (Q5942416) (← links)
- Invasion-percolation and statistics of US Treasury bonds (Q5947857) (← links)
- Modelling financial time series using multifractal random walks (Q5947867) (← links)
- Self and spurious multi-affinity of ordinary Lévy motion, and pseudo-Gaussian relations (Q5948143) (← links)
- Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates (Q5949728) (← links)