Author: Mandelbrot B.B.
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.1, Iss.1, 2001-01, pp. : 113-123
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Scaling in financial prices: II. Multifractals and the star equation
Quantitative Finance, Vol. 1, Iss. 1, 2001-01 ,pp. :
Scaling in financial prices: IV. Multifractal concentration
Quantitative Finance, Vol. 1, Iss. 6, 2001-06 ,pp. :
Scaling in financial prices: III. Cartoon Brownian motions in multifractal time
Quantitative Finance, Vol. 1, Iss. 4, 2001-04 ,pp. :
Risk sharing in a financial market with endogenous option prices
The European Journal of Finance, Vol. 19, Iss. 6, 2013-07 ,pp. :
Asymmetric dependence patterns in financial time series
The European Journal of Finance, Vol. 15, Iss. 7-8, 2009-10 ,pp. :