A stochastic model for multifractal behavior of stock prices

International Journal of Modern Physics B

Volumn 18, Issue 4-5, 2004, Pages 681-689

  Fulco, Umberto L ^a   Lyra, Marcelo L ^b   Petroni, Filippo ^c   Serva, Maurizio ^c   Viswanathan, Gandhi M ^b  

^a FEDERAL UNIVERSITY OF PIAUÍ   (Brazil)

^b FEDERAL UNIVERSITY OF ALAGOAS   (Brazil)

^c UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CONFERENCE PAPER; INVESTMENT; KINEMATICS; MARKET; STOCHASTIC MODEL;

EID: 2342454484     PISSN: 02179792     EISSN: None     Source Type: Journal    
DOI: 10.1142/s0217979204024306     Document Type: Conference Paper

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