Fractal market time

Author:

McCulloch James

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

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5. Processes of normal inverse Gaussian type;Barndorff-Nielsen;Finance Stochast.,1998

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1. Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market;Physica A: Statistical Mechanics and its Applications;2018-09

2. How Can the Fractal Geometry Help with Analyze of the Stock Exchange Market?;Information Systems Architecture and Technology: Proceedings of 37th International Conference on Information Systems Architecture and Technology – ISAT 2016 – Part IV;2016-09-16

3. Multifractality and value-at-risk forecasting of exchange rates;Physica A: Statistical Mechanics and its Applications;2014-05

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