SCOPUS 정보 검색 플랫폼

Volumn 1, Issue 4, 2001, Pages 427-440

Scaling in financial prices: Iii. cartoon brownian motions in multifractal time

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008857289 PISSN: 14697688 EISSN: 14697696 Source Type: Journal
DOI: 10.1080/713665836 Document Type: Article

Times cited : (30)

References (17)

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- Barral, J.¹ Mandelbrot, B.²

2
- 85008794916
- unpublished
- Calvet L and Fisher A 2001 unpublished
- (2001)
- Calvet, L.¹ Fisher, A.²

3
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- Cambridge, MA: MIT Press
- Cootner P H (ed) 1964 The Random Character of Stock Market Prices (Cambridge, MA: MIT Press)
- (1964) The Random Character of Stock Market Prices
- Cootner, P.H.¹

4
- 0004015817
- Paris: Gauthier-Villars
- Ĺevy P 1925 Calcul des Probabilit´es (Paris: Gauthier-Villars)
- (1925) Calcul Des Probabilit´es
- Ĺevy, P.¹

5
- 85008811853
- J. Business 36 394–419 (reprinted in Cootner (1964)
- Mandelbrot B B 1963 J. Business 36 394–419 (reprinted in Cootner (1964), as chapter E14 of Mandelbrot (1997) and in several other collections of papers on finance)
- (1963) As Chapter E14 of Mandelbrot (1997) and in Several Other Collections of Papers on Finance)
- Mandelbrot, B.B.¹

6
- 0040133826
- (translated as chapter H9 of Mandelbrot (2001c)
- Mandelbrot 1965 Comptes Rendus 260 3274–7 (translated as chapter H9 of Mandelbrot (2001c)
- (1965) Comptes Rendus , vol.260 , pp. 3274-3277

7
- 0000036811
- reprinted as chapter E14 of Mandelbrot (1997))
- Mandelbrot 1967 J. Business 40 393–413 (reprinted as chapter E14 of Mandelbrot (1997))
- (1967) J. Business , vol.40 , pp. 393-413

8
- 0004263139
- San Francisco, CA: Freeman
- Mandelbrot 1982 The Fractal Geometry of Nature (San Francisco, CA: Freeman)
- (1982) The Fractal Geometry of Nature

9
- 0003422469
- Berlin: Springer
- Mandelbrot 1997 Fractals and scaling in finance: discontinuity, concentration, risk Selecta vol E (Berlin: Springer)
- (1997) Fractals and Scaling in Finance: Discontinuity, Concentration, Risk Selecta Vol E

10
- 0003978495
- Berlin: Springer
- Mandelbrot 1999a Multifractals and 1/f noise: wild self-affinity in physics Selecta vol N (Berlin: Springer)
- (1999) Multifractals and 1/F Noise: Wild Self-Affinity in Physics Selecta Vol N

11
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- (February)
- Mandelbrot 1999b Sci. Am. (February) 50–3
- (1999) Sci. Am , pp. 50-53

12
- 85013894409
- Mandelbrot 2001a Quantitative Finance 1 113–23
- (2001) Quantitative Finance , vol.1 , pp. 113-123

13
- 0013335095
- Mandelbrot 2001b Quantitative Finance 1 124–30
- (2001) Quantitative Finance , vol.1 , pp. 124-130

14
- 85008752497
- Berlin: Springer
- Mandelbrot 2001c Gaussian self-affinity and fractals Selecta vol H (Berlin: Springer)
- (2001) Gaussian Self-Affinity and Fractals Selecta Vol H

16
- 0347234100
- The multifractality of the Deutschmark/US Dollar exchange rate Discussion Papers of the Cowles Foundation for Economics at Yale University, New Haven, CT. Paper 1164, http://papers.ssrn.com/sol3/paper.taf?ABSTRACT ID=78608. Paper 1166: http://papers.ssrn.com/sol3/paper.taf?ABSTRACT ID=78628
- Mandelbrot B B, Calvet L and Fisher A 1997 The multifractal model of asset returns; Large deviations and the distribution of price changes; The multifractality of the Deutschmark/US Dollar exchange rate Discussion Papers of the Cowles Foundation for Economics at Yale University, New Haven, CT. Paper 1164: http://papers.ssrn.com/sol3/paper.taf?ABSTRACT ID=78588. Paper 1165: http://papers.ssrn.com/sol3/paper.taf?ABSTRACT ID=78608. Paper 1166: http://papers.ssrn.com/sol3/paper.taf?ABSTRACT ID=78628
- (1997) The Multifractal Model of Asset Returns; Large Deviations and the Distribution of Price Changes
- Mandelbrot, B.B.¹ Calvet, L.² Fisher, A.³

17
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- Mandelbrot B B, Passoja D E and Paulay A J 1984 Nature 308 721–22
- (1984) Nature , vol.308 , pp. 721-722
- Mandelbrot, B.B.¹ Passoja, D.E.² Paulay, A.J.³

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.