Self-similarity of price fluctuations and market dynamics
Year of publication: |
2002
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Authors: | Fujiwara, Yoshi ; Fujisaka, Hirokazu |
Published in: |
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]. - New York : Springer, ISBN 4-431-70316-0. - 2002, p. [186]-194
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | Autokorrelation | Autocorrelation |
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