Concepedia
Energy Sustainable Development/Energy for sustainable development · 2008 · 32 citations · 38 references
Asset PricingFractional-order SystemDetrended Fluctuation AnalysisBusinessEconometricsFractional Dynamic BehaviorFractional StochasticsFinanceFractional Dynamic
38
Long-Term Storage Capacity of Reservoirs
H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.1K citations
Hydrogeology, Cumulative Totals, Engineering +12
Mosaic organization of DNA nucleotides
Chung‐Kang Peng, Sergey V. Buldyrev, Shlomo Havlin et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1994 · 4.9K citations · Full text
The Variation of Certain Speculative Prices
Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.6K citations
Engineering, Price Behavior, Financial Mathematics +16
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
Clive W. J. Granger, Roselyne Joyeux · Journal of Time Series Analysis · 1980 · 3.3K citations
Engineering, Fractional-order System, Fractional Dynamic +9
The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging
Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations
Economics, Financial Economics, Asset Pricing +15