Coarse-graining and self-similarity of price fluctuations
Year of publication: |
2001
|
---|---|
Authors: | Fujiwara, Yoshi ; Fujisaka, Hirokazu |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 294.2001, 3, p. 439-446
|
Publisher: |
Elsevier |
Subject: | Self-similarity | Large deviation theory | Cramér function | Volatility | Econophysics |
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