Scaling in financial prices. III: Cartoon Brownian motions in multifractal time (Q4646498)
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scientific article; zbMATH DE number 7001049
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| English | Scaling in financial prices. III: Cartoon Brownian motions in multifractal time |
scientific article; zbMATH DE number 7001049 |
Statements
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time (English)
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14 January 2019
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financial price scaling
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Brownian motions in multifractal time
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0.8566167950630188
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0.7720960974693298
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0.7658359408378601
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0.7631121277809143
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