Estimating the Fractal Dimension of the S - Black Range - Document - PDFSEARCH.IO

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Date: 2003-12-22 16:14:29 Long-range dependency Normal distribution Hurst exponent Brownian motion Stochastic volatility Wavelet Random walk Black–Scholes Time series Statistics Stochastic processes Fractional Brownian motion		Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis Erhan Bayraktar Add to Reading List Source URL: www.princeton.edu Download Document from Source Website File Size: 356,90 KB Share Document on Facebook

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