Physica A Statistical Mechanics and its Applications · 2019 · 12 citations · 62 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational EconomicsInternational FinanceExchange Rate PolicyExchange Rate RegimesExchange Rate RegulationExchange RatesForeign Exchange MarketsMonetary PolicyExchange Rate Regime Classifications
62
The Fractal Geometry of Nature
Benoît B. Mandelbrot, Paul Longley · 1982 · 5.5K citations
Long-Term Memory in Stock Market Prices
Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text
Social Sciences, Economics, Finance +17