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The Variation of Some Other Speculative Prices

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Author Info
Benoit Mandelbrot
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File URL: http://www.journals.uchicago.edu/cgi-bin/resolve?id=doi:10.1086/295006
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Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 40 (1967)
Issue (Month): ()
Pages: 393
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Handle: RePEc:ucp:jnlbus:v:40:y:1967:p:393

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  1. Bertholon, H. & Monfort, A. & Pegoraro, F., 2007. "Pricing and Inference with Mixtures of Conditionally Normal Processes," Documents de Travail 188, Banque de France. [Downloadable!]
    Other versions:
  2. T. Di Matteo & T. Aste & M. M. Dacorogna, 2003. "Using the Scaling Analysis to Characterize Financial Markets," Quantitative Finance Papers cond-mat/0302434, arXiv.org. [Downloadable!]
    Other versions:
  3. Beirlant, J. & Schoutens, W. & Segers, J.J.J., 2004. "Mandelbrot's extremism," Discussion Paper 125, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Benoit Mandelbrot & Adlai Fisher & Laurent Calvet, 1997. "A Multifractal Model of Asset Returns," Cowles Foundation Discussion Papers 1164, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  5. Simon Hurst & Eckhard Platen & Svetlozar Rachev, 1997. "Subordinated Market Index Models: A Comparison," Asia-Pacific Financial Markets, Springer, vol. 4(2), pages 97-124, May. [Downloadable!] (restricted)
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This page was last updated on 2009-12-28.


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