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Survey of Multifractality in Finance


  • Benoit Mandelbrot

    (Dept. of Mathematics, Yale)


No abstract is available for this item.

Suggested Citation

  • Benoit Mandelbrot, 1999. "Survey of Multifractality in Finance," Cowles Foundation Discussion Papers 1238, Cowles Foundation for Research in Economics, Yale University.
  • Handle: RePEc:cwl:cwldpp:1238
    Note: CFP

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    Cited by:

    1. Li, Jiang-Cheng & Tang, Nian-Sheng & Mei, Dong-Cheng & Li, Yun-Xian & Zhang, Wan, 2016. "The trading time risks of stock investment in stock price drop," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 778-787.
    2. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan M. Imran & Dan Zhao & Tianxiao Li & Faiz M. Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    3. repec:eee:phsmap:v:490:y:2018:i:c:p:13-23 is not listed on IDEAS

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