scientific article; zbMATH DE number 5000898

MaRDI QIDQ3367254zbMATH OpenFDO

Authors Jing Peng, Jianfeng Liu, Xiao-Tian Wang

Publication date 24 January 2006

zbMATH Keywords

Lévy stable distributionmemoryvalue at risk

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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(3)

• Trend and fractality assessment of Mexico's stock exchange
• Goodness of fit assessment for a fractal model of stock markets
• scientific article; zbMATH DE number 2222639 (Why is no real title available?)

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