Physica A Statistical Mechanics and its Applications · 2003 · 47 citations · 36 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsCapital MarketsEconomies Of ScaleReturns To ScaleStock MarketsFund Scale EffectsScaling Exponents
36
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
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The Fractal Geometry of Nature
Benoît B. Mandelbrot, Paul Longley · 1982 · 5.5K citations
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Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations
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