Multifractal Scaling for Risky Asset Modelling
Year of publication: |
2012-07
|
---|---|
Authors: | Taufer, Emanuele ; Leonenko, Nikolai ; Petherick, EStuart |
Institutions: | Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento |
Subject: | Multifractal process | Ornstein-Uhlenbeck process | self-decomposable distribution | subordinator | Renyi function | Exchange rates |
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