The ups and downs of the renormalization group applied to financial time series
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More about this item
KeywordsStylized Facts; Student Processes; Hyperbolic Distributions; Renormalization Group;
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-06 (All new papers)
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