On the Fractal Characterization of a System for Tradings on Eurozone Stocks

DOI10.1007/978-3-319-05185-7_4zbMath1418.91487OpenAlexW328238291MaRDI QIDQ4562459

Marina Resta

Publication date: 20 December 2018

Published in: New Economic Windows (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05185-7_4

zbMATH Keywords

Hurst exponenttrading systemHölderian function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Fractals (28A80) Portfolio theory (91G10)

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