Multifractal geometry in stock market time series-Reference-Cited by-同舟云学术

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Multifractal geometry in stock market time series

Published:2003-05 Issue: Volume:322 Page:629-649
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:

Turiel Antonio,Pérez-Vicente Conrad J.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference29 articles.

1. Theory of Financial Risk;Bouchaud,2000

2. An introduction to Econophysics;Mantegna,1999

3. Scaling behavior of an economic index;Mantegna;Nature,1995

4. Scaling in currency exchange;Galluccio;Physica A,1997

5. The variation of certain speculative prices;Mandelbrot;Journal of Bussiness,1963

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