Multifractional processes in finance
Year of publication: |
2014
|
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Authors: | Bianchi, Sergio ; Pianese, Augusto |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 5.2014, 1, p. 1-22
|
Subject: | Multifractional processes | efficient markets | behavioral finance | stylized facts | Stochastischer Prozess | Stochastic process | Theorie | Theory | Anlageverhalten | Behavioural finance | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility |
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