Modelling stock price movements: multifractality or multifractionality?
Year of publication: |
2007
|
---|---|
Authors: | Bianchi, Sergio ; Pianese, Augusto |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 7.2007, 3, p. 301-319
|
Publisher: |
Taylor & Francis Journals |
Subject: | Multifractals | MMAR | Multifractionality | Stock prices |
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