Scaling and multiscaling in financial series: a simple model (Q4906506)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Scaling and multiscaling in financial series: a simple model |
scientific article; zbMATH DE number 6139559
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Scaling and multiscaling in financial series: a simple model |
scientific article; zbMATH DE number 6139559 |
Statements
Scaling and Multiscaling in Financial Series: A Simple Model (English)
0 references
28 February 2013
0 references
stochastic volatility
0 references
financial index
0 references
scaling
0 references
multiscaling
0 references
multifractal model
0 references
heavy tail
0 references
shocks
0 references
0 references
0 references
0 references
0 references
0 references
0.8154275417327881
0 references
0.7972872257232666
0 references
0.791373074054718
0 references
0.7784236073493958
0 references
