A STOCHASTIC MODEL FOR MULTIFRACTAL BEHAVIOR OF STOCK PRICES
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Publication:5312122
DOI10.1142/S0217979204024306zbMath1073.91030MaRDI QIDQ5312122
U. L. Fulco, Filippo Petroni, G. M. Viswanathan, Maurizio Serva, Marcelo L. Lyra
Publication date: 30 August 2005
Published in: International Journal of Modern Physics B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217979204024306
82C99: Time-dependent statistical mechanics (dynamic and nonequilibrium)
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