Apparent multifractality in financial time series

J.-P. Bouchaud, M. Potters and M. Meyer

The European Physical Journal B: Condensed Matter and Complex Systems, 2000, vol. 13, issue 3, 595-599

Keywords: PACS. 02.50.-r Probability theory; stochastic processes; and statistics; 05.40.-a Fluctuation phenomena; random processes; noise; and Brownian motion; 89.90.+n Other topics of general interest to physicists (restricted to new topics in section 89) (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (44)

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DOI: 10.1007/s100510050073

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