Scaling transformation and probability distributions for financial time series

Chaos, solitons and fractals

Volumn 11, Issue 14, 2000, Pages 2343-2348

  Brachet, Marc Etienne ^a   Taflin, Erik ^b   Tcheou, Jean Marcel ^a,b  

^a CNRS   (France)

^b AXA   (France)

Author keywords

[No Author keywords available]

Indexed keywords

CHAOS THEORY; FRACTALS; MATHEMATICAL TRANSFORMATIONS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

FINANCIAL TIME SERIES; PRICE PROCESSES; SCALING TRANSFORMATION;

FINANCE;

EID: 0034326143     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(99)00159-9     Document Type: Article

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