Financial multifractality and its subtleties: an example of DAX-Reference-Cited by-同舟云学术

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Financial multifractality and its subtleties: an example of DAX

Published:2002-12 Issue:1-4 Volume:316 Page:496-510
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Górski A.Z,Drożdż S,Speth J

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference37 articles.

1. Fractals and Scaling in Finance;Mandelbrot,1997

2. H. Goeppl, Data from Karlsruher Kapitalmarktdatenbank (KKMDB), Inst. für Entscheidungstheorie u. Unternehmensforschung, Universität Karlsruhe (TH).

3. Data available at http://biz.yahoo.com/ifc/de/.

4. Time-independent models of asset returns revisited

5. Théorie de la spéculation

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