Goodness of fit assessment for a fractal model of stock markets (Q340460)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness of fit assessment for a fractal model of stock markets |
scientific article |
Statements
Goodness of fit assessment for a fractal model of stock markets (English)
0 references
14 November 2016
0 references
stochastic model of stock dynamics
0 references
multifractional Brownian motion
0 references
U.S. Dow Jones index
0 references
0 references
0 references
0 references
0 references
