A fractal-based approach for modeling stock price variations
Author:
Affiliation:
1. Department of Economics and Law, University of Cassino and Southern Lazio (UCLAM), Cassino 03043, Italy
Publisher
AIP Publishing
Subject
Applied Mathematics,General Physics and Astronomy,Mathematical Physics,Statistical and Nonlinear Physics
Link
http://aip.scitation.org/doi/pdf/10.1063/1.5050867
Reference53 articles.
1. The variation of certain speculative prices
2. Modeling asset returns with alternative stable distributions*
3. Models of Stock Returns--A Comparison
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