Renormalization and fixed points in finance, since 1962-Reference-Cited by-同舟云学术

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Renormalization and fixed points in finance, since 1962

Published:1999-02 Issue:1-4 Volume:263 Page:477-487
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:

Mandelbrot Benoit B.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference10 articles.

1. Fractals and Scaling in Finance: Discontinuity, Concentration, Risk;Mandelbrot,1997

2. Fractals, hasard et finance;Mandelbrot;Selecta,1997

3. The Fractal Geometry of Nature;Mandelbrot,1982

4. Multifractals and 1/f Noise: Wild Self-Affinity in Physics;Mandelbrot,1998

5. Gaussian Fractals and Beyond;Mandelbrot,1998

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2. Robust Opportunistic Inference From Non-Homogeneous Distribution-Free Measurements;IEEE Transactions on Signal Processing;2016-08-01

3. Bibliographie;Une approche fractale des marchés;2009-02-05

4. The (mis)behavior of markets: A fractal view of risk, ruin and reward;Journal of Economic Behavior & Organization;2006-11

5. Accounting for outliers and calendar effects in surrogate simulations of stock return sequences;Physica A: Statistical Mechanics and its Applications;2006-08

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