Scaling transformation and probability distributions for financial time series

Author:

Brachet Marc-Etienne,Taflin Erik,Tcheou Jean Marcel

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference12 articles.

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2. Parisi G, Frisch U. On the singularity structure of fully developed turbulence. In: Ghil M, Benzi R, Parisi G, editors. Turbulence and Predictability in Geophysical Fluid Dynamics, Proceedings Int. School of Physics `E. Fermi', 1983, Varenna, Italy, North-Holland, Amsterdam, 1985, pp. 84–7

3. Multifractal scaling of probability density function: a tool for turbulent data analysis;Tchéou;J Phys IIf,1996

4. Tchéou JM, Brachet ME. Multifractal asymptotic modeling of the probability density function of velocity increments in turbulence. Preprint, 1997

5. Non-linear representations of Lie groups;Flato;Ann. Sci. Ec. Norm. Supér., 4e série,1977

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