Goodness of fit assessment for a fractal model of stock markets (Q340460)
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scientific article; zbMATH DE number 6652672
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| English | Goodness of fit assessment for a fractal model of stock markets |
scientific article; zbMATH DE number 6652672 |
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Goodness of fit assessment for a fractal model of stock markets (English)
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14 November 2016
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stochastic model of stock dynamics
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multifractional Brownian motion
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U.S. Dow Jones index
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0.87187386
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0.8680496
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0.8600052
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0.8600052
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0.8459998
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