Investment time horizon and multifractality of stock price process
Year of publication: |
2016
|
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Authors: | Kuroda, Koji |
Published in: |
Evolutionary and institutional economics review. - Tokyo, Japan : Springer, ISSN 1349-4961, ZDB-ID 2175975-3. - Vol. 13.2016, 2, p. 481-496
|
Subject: | Multifractal random walk | Investment time horizon | Abstract polymer expansion | Börsenkurs | Share price | Random Walk | Random walk | Zeit | Time | Theorie | Theory | Portfolio-Management | Portfolio selection |
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