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Volumn 10, Issue 1, 2002, Pages 13-18

Fractal structure of financial high frequency data

(1) Kumagai, Yoshiaki a

a KEIO UNIVERSITY (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036337797 PISSN: 0218348X EISSN: None Source Type: Journal
DOI: 10.1142/S0218348X02001002 Document Type: Article

Times cited : (16)

References (9)

1
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- Clark, P.K.¹

2
- 0002125187
- in Japanese
- (1999) Mita Business Rev. , vol.42 , Issue.4 , pp. 71-92
- Kumagai, Y.¹

3
- 85193383384
- in Japanese
- (2000) Mita Business Rev. , vol.42 , Issue.6 , pp. 95-117
- Kumagai, Y.¹

4
- 0003921884
- ed. H. Takayasu Springer-Verlag, Tokyo, to appear
- Empirical Science of Financial Fluctuations
- Kumagai, Y.¹

5
- 45549113571
- (1988) Physica , vol.D31 , pp. 277-283
- Higuchi, T.¹

6
- 84931536302
- (1985) Physica Scripta , vol.32 , pp. 257-260
- Mandelbrot, B.B.¹

7
- 0022421231
- (1985) Proc. R. Soc. Lond. , vol.A399 , pp. 243-275
- Barnsley, M.¹ Demko, S.²

8
- 0004225518
- Springer-Verlag, Tokyo, in Japanese
- (1993) Ergodic Theory and Fractal
- Kamae, T.¹ Takahashi, S.²

9
- 0000718295
- (1984) J. Stat. Phys. , vol.34 , pp. 895-930
- Mandelbrot, B.B.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.