Stochastic simulations of time series within Weierstrass-Mandelbrot walks (Q4647263)
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scientific article; zbMATH DE number 7001593
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| English | Stochastic simulations of time series within Weierstrass-Mandelbrot walks |
scientific article; zbMATH DE number 7001593 |
Statements
Stochastic simulations of time series within Weierstrass–Mandelbrot walks (English)
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14 January 2019
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Weierstrass-Mandelbrot walks
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financial time series
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stochastic simulations
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0.8978213667869568
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0.8329213261604309
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0.7714362740516663
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0.7673611044883728
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