Modelling stock price movements: multifractality or multifractionality?
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680600989618
Reference35 articles.
1. Multifractal nature of stock exchange prices
2. Multifractional processes with random exponent
3. Modelling financial time series using multifractal random walks
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