Empirical scaling laws and the aggregation of non-stationary data (Q1673262)
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scientific article; zbMATH DE number 6935276
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| English | Empirical scaling laws and the aggregation of non-stationary data |
scientific article; zbMATH DE number 6935276 |
Statements
Empirical scaling laws and the aggregation of non-stationary data (English)
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11 September 2018
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random-walk models
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self-similarity
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stochastic volatility
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market time
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0.7901532649993896
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0.7496216297149658
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0.7484039664268494
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