Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series - Concepedia

Concepedia

Publication | Open Access

Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series

DOI Full Paper Access

30

Citations

43

References

2011

Year

Sayantan Ghosh, P. Manimaran, Prasanta K. Panigrahi

Physica A Statistical Mechanics and its Applications

EconophysicsVolatility ModelingFinancial Time SeriesAsset PricingBusinessMulti-scale Self-similar BehaviorHigh-frequency Financial EconometricsStatisticsFinanceNon-statistical PropertiesFinancial Crisis

References

	Year	Citations

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