Nonlinear forecasts, rational bubbles, and martingales

Benoit B. Mandelbrot
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Benoit B. Mandelbrot: Yale University, Mathematics Department

Chapter E19 in Fractals and Scaling in Finance, 1997, pp 471-491 from Springer

Abstract: Abstract Two terms are found in the title of this reprint, but not of the originals, namely, “nonlinear” and “rational bubble.” They express the two main points of this paper in words that were not available to me in 1966.

Keywords: Random Walk; Price Change; Price Series; Good Weather; Crop Size (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/978-1-4757-2763-0_19

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