Apparent multifractality in financial time series
| Year of publication: |
2000
|
|---|---|
| Authors: | Bouchaud, J.-P. ; Potters, M. ; Meyer, M. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 13.2000, 3, p. 595-599
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| Publisher: |
Springer |
| Subject: | PACS. 02.50.-r Probability theory | stochastic processes | and statistics | 05.40.-a Fluctuation phenomena | random processes | noise | and Brownian motion | 89.90.+n Other topics of general interest to physicists (restricted to new topics in section 89) |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325087