FRACTAL GEOMETRY OF FINANCIAL TIME SERIES (Q3130027)
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scientific article; zbMATH DE number 1002287
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | FRACTAL GEOMETRY OF FINANCIAL TIME SERIES |
scientific article; zbMATH DE number 1002287 |
Statements
FRACTAL GEOMETRY OF FINANCIAL TIME SERIES (English)
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22 April 1997
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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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0.7986063361167908
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0.7792485952377319
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