FRACTAL GEOMETRY OF FINANCIAL TIME SERIES
From MaRDI portal
Publication:3130027
DOI10.1142/S0218348X95000539zbMath0869.62073MaRDI QIDQ3130027
Publication date: 22 April 1997
Published in: Fractals (Search for Journal in Brave)
self-similarity; stock market; Hurst exponent; scaling behavior; time-series; exchange rate records; German stock price records
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B84: Economic time series analysis
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