Multi-scaling modelling in financial markets

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 6802, Issue , 2008, Pages

  Liu, Ruipeng ^a,b,c   Aste, Tomaso ^b   Di Matteo, T ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c UNIVERSITY OF KIEL   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; DATA REDUCTION; FRACTALS; MARKOV PROCESSES; MATHEMATICAL MODELS; TIME SERIES ANALYSIS;

FINANCIAL MARKETS; FINANCIAL TIME SERIES; HURST EXPONENTS; MULTISCALING MODELING;

FINANCIAL DATA PROCESSING;

EID: 41149097041     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.759585     Document Type: Conference Paper

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